+1,557.1%
ASML vs FIS
-53.2%
+1,610.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -1.6% |
| 7D | +4.9% | +2.8% | +2.1% | +3.7% |
| 30D | -9.3% | -16.7% | +7.5% | -5.1% |
| 3M | -19.0% | -32.3% | +13.3% | -8.7% |
| 6M | -5.2% | -29.1% | +23.8% | +3.0% |
| YTD | +40.6% | -54.1% | +94.7% | +83.6% |
| 1Y | +47.5% | -53.7% | +101.2% | +91.5% |
| 3Y | +133.9% | -38.8% | +172.7% | +151.8% |
| 5Y | +83.8% | -71.1% | +154.9% | +186.2% |
| All | +1,557.1% | -53.2% | +1,610.3% | +1,801.6% |
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