+18.8%
BX vs FIS
-66.7%
+85.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.4% | -0.2% | -2.1% |
| 7D | -5.7% | -9.1% | +3.4% | -1.5% |
| 30D | -8.9% | -10.4% | +1.6% | -4.3% |
| 3M | +8.4% | -3.7% | +12.1% | +9.4% |
| 6M | +18.9% | -24.8% | +43.7% | +34.2% |
| YTD | -13.6% | -41.6% | +27.9% | +9.6% |
| 1Y | -22.4% | -42.7% | +20.3% | -0.9% |
| 3Y | +26.0% | -26.2% | +52.2% | +41.4% |
| 5Y | +18.8% | -66.1% | +84.9% | +81.5% |
| All | +18.8% | -66.7% | +85.5% | +81.5% |
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 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