+951.2%
ADBE vs FIS
+224.4%
+726.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.8% | -27.4% | +23.6% | +9.6% |
| 30D | -2.3% | -16.8% | +14.5% | +4.2% |
| 3M | -13.3% | -32.6% | +19.4% | +2.3% |
| 6M | -6.5% | -33.4% | +26.9% | +11.1% |
| YTD | -32.4% | -56.0% | +23.7% | -1.9% |
| 1Y | -28.0% | -55.1% | +27.1% | +3.3% |
| 3Y | -60.4% | -41.4% | -18.9% | -51.9% |
| 5Y | -63.4% | -72.7% | +9.2% | -38.3% |
| 10Y | +127.4% | -55.5% | +182.9% | +197.7% |
| All | +951.2% | +224.4% | +726.8% | +426.2% |
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