+332.7%
AVGO vs FIS
-17.8%
+350.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -3.0% | +1.1% | -4.0% | -3.0% |
| 30D | -14.4% | -2.2% | -12.2% | -14.3% |
| 3M | -14.4% | +2.1% | -16.6% | -14.7% |
| 6M | +13.1% | -14.7% | +27.8% | +15.4% |
| YTD | +3.8% | -35.7% | +39.5% | +11.1% |
| 1Y | +17.8% | -37.1% | +54.8% | +26.5% |
| All | +332.7% | -17.8% | +350.5% | +317.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling