+29,187.3%
AVGO vs FIS
+56.3%
+29,131.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | 0.0% | -27.4% | +27.3% | +12.1% |
| 30D | -8.2% | -16.8% | +8.7% | -3.5% |
| 3M | -21.3% | -32.6% | +11.4% | -9.8% |
| 6M | -22.5% | -33.4% | +10.9% | -12.3% |
| YTD | -3.6% | -56.0% | +52.5% | +30.9% |
| 1Y | -6.7% | -55.1% | +48.4% | +25.2% |
| 3Y | +258.1% | -41.4% | +299.6% | +300.4% |
| 5Y | +560.9% | -72.7% | +633.5% | +943.1% |
| 10Y | +2,475.6% | -55.5% | +2,531.1% | +2,823.9% |
| All | +29,187.3% | +56.3% | +29,131.1% | +16,735.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling