+235.7%
BMY vs FIS
+374.5%
-138.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +5.0% | -2.2% | +7.2% | +5.5% |
| 3M | +19.4% | +2.1% | +17.2% | +18.4% |
| 6M | +9.5% | -14.7% | +24.2% | +13.1% |
| YTD | +28.1% | -35.7% | +63.8% | +41.8% |
| 1Y | +50.0% | -37.1% | +87.0% | +66.7% |
| 3Y | +24.1% | -20.0% | +44.1% | +28.0% |
| 5Y | +25.0% | -62.1% | +87.1% | +50.5% |
| 10Y | +68.7% | -37.4% | +106.0% | +71.9% |
| All | +235.7% | +374.5% | -138.8% | +110.5% |
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