+1,395.4%
ASML vs FIS
-54.4%
+1,449.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +5.8% |
| 7D | -9.0% | -25.5% | +16.5% | -0.1% |
| 30D | -21.0% | -15.1% | -5.9% | -18.0% |
| 3M | -16.3% | -32.1% | +15.8% | -5.7% |
| 6M | -7.5% | -36.1% | +28.5% | +4.7% |
| YTD | +34.0% | -55.4% | +89.4% | +77.1% |
| 1Y | +39.3% | -53.9% | +93.2% | +80.9% |
| 3Y | +128.9% | -39.8% | +168.6% | +147.5% |
| 5Y | +76.1% | -71.1% | +147.2% | +172.2% |
| All | +1,395.4% | -54.4% | +1,449.8% | +1,645.9% |
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