+46.6%
ASML vs FIS
-54.5%
+101.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +5.9% |
| 7D | -0.8% | -29.4% | +28.6% | -7.6% |
| 30D | -14.9% | -16.7% | +1.9% | -15.6% |
| 3M | -13.0% | -33.0% | +20.0% | -19.0% |
| 6M | -4.7% | -33.3% | +28.6% | -9.4% |
| YTD | +42.3% | -56.0% | +98.3% | +37.1% |
| All | +46.6% | -54.5% | +101.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling