+6,885.5%
ASML vs FIS
+236.8%
+6,648.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -8.7% |
| 7D | -19.0% | -21.2% | +2.1% | -11.3% |
| 30D | -25.9% | -12.1% | -13.9% | -23.5% |
| 3M | -19.1% | -30.6% | +11.5% | -7.0% |
| 6M | -5.7% | -35.5% | +29.8% | +9.4% |
| YTD | +27.6% | -54.4% | +82.0% | +74.1% |
| 1Y | +30.8% | -52.9% | +83.7% | +75.2% |
| 3Y | +116.2% | -38.7% | +154.9% | +141.4% |
| 5Y | +67.7% | -70.4% | +138.1% | +161.7% |
| 10Y | +1,355.3% | -52.8% | +1,408.1% | +1,606.1% |
| All | +6,885.5% | +236.8% | +6,648.8% | +2,645.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling