+6.0%
CMCSA vs FIS
-39.9%
+45.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.9% |
| 7D | -5.6% | -8.9% | +3.3% | -2.4% |
| 30D | -1.9% | -9.9% | +8.0% | +1.7% |
| 3M | +6.4% | 0.0% | +6.5% | +6.3% |
| 6M | -16.9% | -22.9% | +6.0% | -9.7% |
| YTD | -6.8% | -40.9% | +34.1% | +10.9% |
| 1Y | -15.9% | -40.4% | +24.5% | -0.4% |
| 3Y | -33.4% | -25.4% | -8.1% | -29.3% |
| 5Y | -46.7% | -64.8% | +18.1% | -26.0% |
| All | +6.0% | -39.9% | +45.8% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling