+959.3%
ADBE vs FIS
+225.0%
+734.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.1% | +6.5% | +3.3% |
| 7D | -3.2% | -3.5% | +0.3% | -1.8% |
| 30D | +1.0% | -19.4% | +20.4% | +9.1% |
| 3M | -7.8% | -31.6% | +23.8% | +7.6% |
| 6M | -1.0% | -32.5% | +31.6% | +16.6% |
| YTD | -31.8% | -56.0% | +24.1% | -1.5% |
| 1Y | -29.2% | -55.5% | +26.3% | +1.7% |
| 3Y | -60.1% | -41.3% | -18.7% | -51.7% |
| 5Y | -63.7% | -72.3% | +8.5% | -39.4% |
| 10Y | +130.1% | -55.0% | +185.0% | +198.6% |
| All | +959.3% | +225.0% | +734.4% | +428.3% |
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