+75.5%
ASML vs FIS
-71.2%
+146.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.3% | +5.5% |
| 7D | -9.0% | -25.5% | +16.5% | -3.9% |
| 30D | -21.0% | -15.1% | -5.9% | -19.3% |
| 3M | -16.3% | -32.1% | +15.8% | -10.0% |
| 6M | -7.5% | -36.1% | +28.5% | 0.0% |
| YTD | +34.0% | -55.4% | +89.4% | +62.6% |
| 1Y | +39.3% | -53.9% | +93.2% | +66.9% |
| 3Y | +128.9% | -39.8% | +168.6% | +137.9% |
| All | +75.5% | -71.2% | +146.7% | +131.3% |
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