+2,770.9%
AVGO vs FIS
-39.8%
+2,810.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.1% | -7.9% | +9.0% | +4.1% |
| 30D | -13.0% | -8.0% | -5.0% | -10.5% |
| 3M | -6.0% | +0.6% | -6.6% | -7.7% |
| 6M | +6.4% | -22.2% | +28.6% | +14.5% |
| YTD | +5.0% | -40.8% | +45.8% | +26.2% |
| 1Y | +1.4% | -41.5% | +42.9% | +22.0% |
| 3Y | +336.8% | -25.5% | +362.3% | +351.2% |
| 5Y | +698.2% | -64.8% | +763.0% | +1,053.3% |
| All | +2,770.9% | -39.8% | +2,810.7% | +3,107.5% |
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