+10,324.0%
BKNG vs FIS
+346.5%
+9,977.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.9% | -0.8% | -4.0% |
| 7D | -7.9% | -3.5% | -4.4% | -6.3% |
| 30D | -15.9% | -7.8% | -8.1% | -12.8% |
| 3M | +11.1% | +0.8% | +10.3% | +10.5% |
| 6M | -0.7% | -21.9% | +21.2% | +10.3% |
| YTD | -15.4% | -39.5% | +24.1% | +5.4% |
| 1Y | -18.5% | -41.0% | +22.5% | +2.4% |
| 3Y | +46.5% | -23.6% | +70.1% | +59.1% |
| 5Y | +98.8% | -65.6% | +164.4% | +195.3% |
| 10Y | +218.4% | -40.2% | +258.6% | +264.0% |
| All | +10,324.0% | +346.5% | +9,977.5% | +6,401.4% |
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