+18.0%
BLK vs FIS
-50.5%
+68.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -23.7% | +29.1% | +6.9% |
| 7D | +5.7% | -18.4% | +24.2% | +5.7% |
| 30D | +14.8% | -11.4% | +26.2% | +12.7% |
| 3M | +8.8% | -32.0% | +40.8% | +12.9% |
| 6M | +17.6% | -35.6% | +53.2% | +22.9% |
| YTD | +16.3% | -53.8% | +70.1% | +38.3% |
| 1Y | +18.0% | -51.1% | +69.1% | +38.0% |
| All | +18.0% | -50.5% | +68.5% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling