+1,354.0%
ABBV vs FIS
+8.5%
+1,345.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.0% | -0.8% |
| 7D | +1.3% | +2.8% | -1.5% | +0.4% |
| 30D | +4.7% | -16.7% | +21.4% | +7.8% |
| 3M | +18.3% | -32.3% | +50.6% | +28.7% |
| 6M | +43.4% | -29.1% | +72.4% | +53.3% |
| YTD | +33.0% | -54.1% | +87.1% | +59.6% |
| 1Y | +30.8% | -53.7% | +84.5% | +56.5% |
| 3Y | +135.1% | -38.8% | +174.0% | +153.7% |
| 5Y | +201.2% | -71.1% | +272.3% | +298.5% |
| 10Y | +602.7% | -53.1% | +655.8% | +585.2% |
| All | +1,354.0% | +8.5% | +1,345.5% | +902.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling