+134.3%
ABBV vs FIS
-40.9%
+175.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.8% | -27.4% | +30.2% | +5.5% |
| 30D | +7.0% | -16.8% | +23.8% | +7.5% |
| 3M | +19.2% | -32.6% | +51.9% | +23.7% |
| 6M | +47.8% | -33.4% | +81.2% | +53.3% |
| YTD | +32.5% | -56.0% | +88.5% | +47.7% |
| 1Y | +38.4% | -55.1% | +93.5% | +53.5% |
| 3Y | +134.3% | -41.4% | +175.7% | +169.8% |
| All | +134.3% | -40.9% | +175.2% | +169.8% |
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