+85.2%
ABBV vs FIS
-22.6%
+107.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.9% | +2.9% | -2.0% |
| 7D | -4.3% | -3.5% | -0.9% | -3.8% |
| 30D | +1.1% | -7.8% | +8.9% | +2.4% |
| 3M | +12.3% | +0.8% | +11.5% | +12.1% |
| 6M | +9.8% | -21.9% | +31.7% | +13.8% |
| YTD | +11.5% | -39.5% | +50.9% | +21.4% |
| 1Y | +22.3% | -41.0% | +63.3% | +33.6% |
| 3Y | +85.2% | -23.6% | +108.8% | +90.1% |
| All | +85.2% | -22.6% | +107.8% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling