+30.0%
ABBV vs FIS
-55.3%
+85.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | -0.1% |
| 7D | +2.2% | -3.5% | +5.7% | +2.2% |
| 30D | +8.0% | -19.4% | +27.4% | +7.3% |
| 3M | +19.1% | -31.6% | +50.7% | +19.8% |
| 6M | +43.5% | -32.5% | +76.1% | +44.2% |
| YTD | +32.7% | -56.0% | +88.7% | +33.1% |
| 1Y | +30.0% | -55.5% | +85.6% | +30.1% |
| All | +30.0% | -55.3% | +85.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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