+67.7%
ASML vs FIS
-70.4%
+138.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -9.1% |
| 7D | -19.0% | -21.2% | +2.1% | -15.6% |
| 30D | -25.9% | -12.1% | -13.9% | -24.9% |
| 3M | -19.1% | -30.6% | +11.5% | -13.4% |
| 6M | -5.7% | -35.5% | +29.8% | +1.9% |
| YTD | +27.6% | -54.4% | +82.0% | +54.2% |
| 1Y | +30.8% | -52.9% | +83.7% | +56.0% |
| 3Y | +116.2% | -38.7% | +154.9% | +124.2% |
| 5Y | +67.7% | -70.4% | +138.1% | +120.8% |
| All | +67.7% | -70.4% | +138.0% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling