+22.5%
BMY vs FIS
-22.6%
+45.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.7% | -1.9% |
| 7D | -3.3% | -3.5% | +0.1% | -2.6% |
| 30D | 0.0% | -7.8% | +7.8% | +1.6% |
| 3M | +17.7% | +0.8% | +16.9% | +17.3% |
| 6M | +9.6% | -21.9% | +31.5% | +14.9% |
| YTD | +24.0% | -39.5% | +63.5% | +38.1% |
| 1Y | +45.1% | -41.0% | +86.1% | +62.4% |
| 3Y | +22.5% | -23.6% | +46.1% | +22.0% |
| All | +22.5% | -22.6% | +45.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling