+6,192.3%
NKE vs FICO
+78,645.2%
-72,452.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.4% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | +12.3% | +3.3% | +9.0% | +11.3% |
| 3M | -7.1% | -31.7% | +24.6% | -2.8% |
| 6M | -10.3% | -34.0% | +23.6% | -6.2% |
| YTD | -37.8% | -58.3% | +20.5% | -30.5% |
| 1Y | -35.6% | -57.9% | +22.3% | -28.1% |
| 3Y | -61.4% | -24.1% | -37.4% | -61.8% |
| 5Y | -76.2% | +85.3% | -161.5% | -79.8% |
| 10Y | -10.7% | +520.3% | -531.0% | -36.0% |
| All | +6,192.3% | +78,645.2% | -72,452.9% | +3,639.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling