+61.0%
BMY vs FIS
-39.9%
+100.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -6.4% | -8.9% | +2.5% | -4.4% |
| 30D | +0.2% | -9.9% | +10.1% | +2.5% |
| 3M | +16.0% | 0.0% | +16.0% | +15.6% |
| 6M | +8.3% | -22.9% | +31.2% | +14.0% |
| YTD | +22.2% | -40.9% | +63.1% | +36.2% |
| 1Y | +41.7% | -40.4% | +82.1% | +57.6% |
| 3Y | +20.7% | -25.4% | +46.1% | +26.1% |
| 5Y | +23.9% | -64.8% | +88.8% | +53.4% |
| All | +61.0% | -39.9% | +100.9% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling