+30.1%
BMY vs FIS
-72.0%
+102.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.8% | -27.4% | +29.2% | +4.8% |
| 30D | +6.2% | -16.8% | +23.1% | +7.4% |
| 3M | -2.1% | -32.6% | +30.5% | +1.6% |
| 6M | +14.3% | -33.4% | +47.7% | +18.7% |
| YTD | +21.6% | -56.0% | +77.7% | +32.6% |
| 1Y | +38.8% | -55.1% | +93.9% | +50.9% |
| 3Y | +42.9% | -41.4% | +84.3% | +52.4% |
| 5Y | +30.1% | -72.7% | +102.7% | +46.6% |
| All | +30.1% | -72.0% | +102.1% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling