+197.6%
CMCSA vs FIS
+246.2%
-48.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.7% | -5.6% | -1.5% |
| 7D | +0.7% | +1.5% | -0.8% | 0.0% |
| 30D | +21.0% | -11.8% | +32.8% | +24.1% |
| 3M | -0.9% | -28.5% | +27.6% | +10.3% |
| 6M | +2.9% | -27.0% | +29.9% | +13.3% |
| YTD | -5.9% | -53.1% | +47.2% | +22.3% |
| 1Y | +2.5% | -52.8% | +55.2% | +32.7% |
| 3Y | -28.3% | -37.5% | +9.2% | -19.3% |
| 5Y | -40.8% | -71.1% | +30.3% | -13.3% |
| 10Y | +5.4% | -52.0% | +57.4% | +20.0% |
| All | +197.6% | +246.2% | -48.6% | +39.9% |
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