+108.6%
ASML vs FIS
-62.1%
+170.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +2.2% | -2.2% | +4.4% | +2.6% |
| 3M | -2.3% | +2.1% | -4.4% | -3.8% |
| 6M | +23.0% | -14.7% | +37.6% | +26.8% |
| YTD | +61.1% | -35.7% | +96.8% | +82.3% |
| 1Y | +129.1% | -37.1% | +166.2% | +160.2% |
| 3Y | +165.4% | -20.0% | +185.4% | +166.5% |
| All | +108.6% | -62.1% | +170.7% | +161.6% |
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 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