+15.8%
NXPI vs FICO
+4.8%
+11.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +17.9% | +4.1% |
| 7D | +1.9% | -19.2% | +21.1% | +5.3% |
| 30D | -1.4% | -14.6% | +13.2% | +0.7% |
| 3M | -29.1% | -20.1% | -9.0% | -27.7% |
| 6M | +6.2% | -36.3% | +42.5% | +13.4% |
| YTD | +5.9% | -44.9% | +50.7% | +17.3% |
| 1Y | +2.9% | -38.6% | +41.5% | +8.6% |
| All | +15.8% | +4.8% | +11.0% | -3.7% |
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