+718.9%
AVGO vs FIS
-64.6%
+783.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.9% | +8.9% | +4.1% |
| 7D | -0.3% | -3.5% | +3.2% | +0.3% |
| 30D | -13.8% | -7.8% | -6.0% | -12.6% |
| 3M | -6.9% | +0.8% | -7.8% | -7.8% |
| 6M | +11.9% | -21.9% | +33.8% | +16.9% |
| YTD | +6.9% | -39.5% | +46.4% | +18.8% |
| 1Y | +7.4% | -41.0% | +48.4% | +19.8% |
| 3Y | +345.6% | -23.6% | +369.2% | +352.8% |
| 5Y | +718.9% | -65.6% | +784.5% | +910.3% |
| All | +718.9% | -64.6% | +783.5% | +910.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling