+525.7%
AVGO vs FIS
-71.8%
+597.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.1% | +9.0% |
| 7D | -0.9% | -29.4% | +28.6% | +4.3% |
| 30D | -11.6% | -16.7% | +5.1% | -9.9% |
| 3M | -25.2% | -33.0% | +7.8% | -20.7% |
| 6M | -25.4% | -33.3% | +7.9% | -21.4% |
| YTD | -7.2% | -56.0% | +48.8% | +7.9% |
| 1Y | -7.9% | -54.6% | +46.7% | +6.1% |
| 3Y | +262.1% | -40.6% | +302.8% | +277.4% |
| 5Y | +525.7% | -71.9% | +597.6% | +667.1% |
| All | +525.7% | -71.8% | +597.5% | +667.1% |
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 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