+201.2%
ABT vs FIS
-39.9%
+241.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -5.0% | -8.9% | +3.9% | -2.2% |
| 30D | -5.8% | -9.9% | +4.1% | -2.8% |
| 3M | +16.7% | 0.0% | +16.8% | +16.4% |
| 6M | -5.2% | -22.9% | +17.7% | +2.0% |
| YTD | -16.0% | -40.9% | +24.9% | -2.0% |
| 1Y | -18.3% | -40.4% | +22.2% | -5.1% |
| 3Y | +9.2% | -25.4% | +34.6% | +14.8% |
| 5Y | -11.6% | -64.8% | +53.3% | +18.9% |
| All | +201.2% | -39.9% | +241.1% | +214.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling