+49.0%
REGN vs FICO
-57.1%
+106.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.3% |
| 7D | +14.4% | +0.4% | +14.0% | +14.5% |
| 30D | +28.1% | +1.7% | +26.5% | +28.1% |
| 3M | +22.5% | -33.0% | +55.5% | +23.3% |
| 6M | +31.6% | -33.9% | +65.4% | +30.8% |
| YTD | +21.0% | -58.5% | +79.6% | +28.7% |
| 1Y | +49.0% | -56.4% | +105.3% | +55.5% |
| All | +49.0% | -57.1% | +106.1% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling