+219.3%
BMY vs FIS
+246.2%
-26.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -1.5% |
| 7D | -2.0% | +1.5% | -3.5% | -2.4% |
| 30D | +9.3% | -11.8% | +21.1% | +11.1% |
| 3M | -0.1% | -28.5% | +28.5% | +6.9% |
| 6M | +15.5% | -27.0% | +42.5% | +22.5% |
| YTD | +21.8% | -53.1% | +74.9% | +43.6% |
| 1Y | +34.9% | -52.8% | +87.6% | +58.7% |
| 3Y | +43.2% | -37.5% | +80.7% | +54.7% |
| 5Y | +30.7% | -71.1% | +101.8% | +65.7% |
| 10Y | +59.3% | -52.0% | +111.3% | +70.6% |
| All | +219.3% | +246.2% | -26.8% | +113.2% |
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