+21.6%
REGN vs FICO
-27.0%
+48.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +5.0% | +4.7% |
| 7D | +3.1% | +4.0% | -0.9% | +2.9% |
| 30D | +25.8% | -1.5% | +27.3% | +25.8% |
| 3M | +20.5% | -29.8% | +50.3% | +22.1% |
| 6M | +35.0% | -33.3% | +68.2% | +35.9% |
| YTD | +24.8% | -56.9% | +81.7% | +29.6% |
| 1Y | +43.0% | -59.5% | +102.4% | +49.2% |
| All | +21.6% | -27.0% | +48.5% | +28.6% |
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 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