+31,416.6%
AVGO vs FIS
+128.6%
+31,288.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | -3.0% | +1.1% | -4.0% | -3.5% |
| 30D | -14.4% | -2.2% | -12.2% | -13.7% |
| 3M | -14.4% | +2.1% | -16.6% | -16.5% |
| 6M | +13.1% | -14.7% | +27.8% | +18.3% |
| YTD | +3.8% | -35.7% | +39.5% | +23.6% |
| 1Y | +17.8% | -37.1% | +54.8% | +40.6% |
| 3Y | +325.3% | -20.0% | +345.3% | +330.7% |
| 5Y | +689.9% | -62.1% | +752.1% | +1,023.9% |
| 10Y | +2,597.0% | -37.4% | +2,634.4% | +2,647.1% |
| All | +31,416.6% | +128.6% | +31,288.0% | +15,791.9% |
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