+319.1%
DELL vs FIS
-37.2%
+356.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.5% |
| 7D | +14.9% | +1.1% | +13.8% | +14.8% |
| 30D | +13.3% | -2.2% | +15.5% | +13.0% |
| 3M | +24.4% | +2.1% | +22.3% | +23.4% |
| 6M | +258.0% | -14.7% | +272.7% | +262.4% |
| YTD | +320.2% | -35.7% | +355.9% | +349.7% |
| 1Y | +319.1% | -37.1% | +356.1% | +351.3% |
| All | +319.1% | -37.2% | +356.3% | +351.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling