-42.0%
CMCSA vs FIS
-72.0%
+30.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +4.6% | -27.4% | +32.0% | +10.9% |
| 30D | +19.8% | -16.8% | +36.6% | +22.7% |
| 3M | -0.3% | -32.6% | +32.4% | +7.7% |
| 6M | +0.3% | -33.4% | +33.7% | +8.4% |
| YTD | -6.9% | -56.0% | +49.1% | +10.6% |
| 1Y | +2.6% | -55.1% | +57.7% | +21.2% |
| 3Y | -29.0% | -41.4% | +12.4% | -22.3% |
| 5Y | -42.0% | -72.7% | +30.7% | -25.4% |
| All | -42.0% | -72.0% | +30.0% | -25.4% |
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 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