+86.5%
JNJ vs FICO
+4.8%
+81.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.5% | -0.8% |
| 7D | +2.7% | -19.2% | +21.9% | +3.1% |
| 30D | +7.4% | -14.6% | +22.0% | +7.6% |
| 3M | +21.2% | -20.1% | +41.3% | +21.9% |
| 6M | +13.4% | -36.3% | +49.7% | +13.7% |
| YTD | +35.1% | -44.9% | +80.0% | +35.4% |
| 1Y | +57.4% | -38.6% | +96.1% | +58.1% |
| All | +86.5% | +4.8% | +81.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling