+43.5%
ABBV vs FIS
-32.2%
+75.8%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +6.7% |
| 3M | +19.1% | -31.6% | +50.7% | +21.1% |
| 6M | +43.5% | -32.5% | +76.1% | +46.8% |
| All | +43.5% | -32.2% | +75.8% | +46.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling