+7,604.6%
ASML vs FIS
+241.0%
+7,363.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.7% | +20.1% | +7.6% |
| 7D | -10.0% | -18.4% | +8.4% | -3.1% |
| 30D | -19.4% | -11.4% | -8.1% | -17.1% |
| 3M | -12.5% | -32.0% | +19.5% | +1.6% |
| 6M | +8.2% | -35.6% | +43.8% | +25.6% |
| YTD | +40.7% | -53.8% | +94.5% | +90.8% |
| 1Y | +46.1% | -51.1% | +97.2% | +92.0% |
| 3Y | +138.5% | -37.9% | +176.4% | +164.5% |
| 5Y | +84.2% | -69.6% | +153.7% | +182.8% |
| 10Y | +1,505.1% | -52.2% | +1,557.3% | +1,769.7% |
| All | +7,604.6% | +241.0% | +7,363.6% | +2,909.1% |
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