+4,484.4%
REGN vs FICO
+72,362.3%
-67,877.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +5.0% | +4.8% |
| 7D | +3.1% | +4.0% | -0.9% | +2.3% |
| 30D | +25.8% | -1.5% | +27.3% | +25.8% |
| 3M | +20.5% | -29.8% | +50.3% | +26.8% |
| 6M | +35.0% | -33.3% | +68.2% | +41.4% |
| YTD | +24.8% | -56.9% | +81.7% | +41.5% |
| 1Y | +43.0% | -59.5% | +102.4% | +64.2% |
| 3Y | +21.2% | -26.9% | +48.1% | +17.6% |
| 5Y | +54.5% | +92.9% | -38.4% | +16.7% |
| 10Y | +130.7% | +539.5% | -408.8% | +27.2% |
| All | +4,484.4% | +72,362.3% | -67,877.9% | +1,228.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling