+485.4%
NVDA vs FICO
+81.4%
+403.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -5.1% |
| 7D | -11.6% | -0.1% | -11.5% | -11.6% |
| 30D | -22.1% | +8.4% | -30.5% | -25.0% |
| 3M | -20.1% | -30.5% | +10.4% | -13.7% |
| 6M | -16.8% | -35.7% | +18.9% | -10.4% |
| YTD | -4.0% | -57.2% | +53.2% | +20.9% |
| 1Y | -4.8% | -58.4% | +53.6% | +21.0% |
| 3Y | +281.7% | -24.8% | +306.5% | +200.6% |
| 5Y | +485.4% | +79.3% | +406.1% | +163.0% |
| All | +485.4% | +81.4% | +403.9% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling