+2,584.7%
AVGO vs FIS
-52.2%
+2,637.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.7% | -2.7% | +1.7% |
| 7D | +6.1% | +1.5% | +4.6% | +5.5% |
| 30D | -2.7% | -11.8% | +9.1% | -0.6% |
| 3M | -16.9% | -28.5% | +11.7% | -8.6% |
| 6M | -19.1% | -27.0% | +7.9% | -13.1% |
| YTD | +0.3% | -53.1% | +53.4% | +28.1% |
| 1Y | -1.2% | -52.8% | +51.6% | +25.7% |
| 3Y | +272.4% | -37.5% | +309.9% | +298.1% |
| 5Y | +579.0% | -71.1% | +650.1% | +925.1% |
| 10Y | +2,584.7% | -52.0% | +2,636.8% | +2,863.5% |
| All | +2,584.7% | -52.2% | +2,637.0% | +2,863.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling