+130.7%
REGN vs FICO
+544.1%
-413.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +5.0% | +4.8% |
| 7D | +3.1% | +4.0% | -0.9% | +2.5% |
| 30D | +25.8% | -1.5% | +27.3% | +25.8% |
| 3M | +20.5% | -29.8% | +50.3% | +25.6% |
| 6M | +35.0% | -33.3% | +68.2% | +40.0% |
| YTD | +24.8% | -56.9% | +81.7% | +39.2% |
| 1Y | +43.0% | -59.5% | +102.4% | +61.4% |
| 3Y | +21.2% | -26.9% | +48.1% | +14.8% |
| 5Y | +54.5% | +92.9% | -38.4% | +10.1% |
| 10Y | +130.7% | +539.5% | -408.8% | +7.6% |
| All | +130.7% | +544.1% | -413.4% | +7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling