+218.8%
BMY vs FIS
+224.4%
-5.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.8% | -27.4% | +29.2% | +8.7% |
| 30D | +6.2% | -16.8% | +23.1% | +9.6% |
| 3M | -2.1% | -32.6% | +30.5% | +6.2% |
| 6M | +14.3% | -33.4% | +47.7% | +24.0% |
| YTD | +21.6% | -56.0% | +77.7% | +45.7% |
| 1Y | +38.8% | -55.1% | +93.9% | +65.4% |
| 3Y | +42.9% | -41.4% | +84.3% | +57.0% |
| 5Y | +30.1% | -72.7% | +102.7% | +67.2% |
| 10Y | +58.2% | -55.5% | +113.6% | +72.7% |
| All | +218.8% | +224.4% | -5.6% | +116.4% |
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