+164.9%
ASML vs FIS
-19.7%
+184.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.2% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | +2.2% | -2.2% | +4.4% | +2.3% |
| 3M | -2.3% | +2.1% | -4.4% | -2.6% |
| 6M | +23.0% | -14.7% | +37.6% | +25.9% |
| YTD | +61.1% | -35.7% | +96.8% | +76.5% |
| 1Y | +129.1% | -37.1% | +166.2% | +152.0% |
| All | +164.9% | -19.7% | +184.6% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling