+3,290.5%
DELL vs FIS
-56.4%
+3,346.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.5% | +1.5% |
| 7D | +17.1% | -3.5% | +20.6% | +18.6% |
| 30D | -35.1% | -19.4% | -15.6% | -31.2% |
| 3M | -23.3% | -31.6% | +8.3% | -13.9% |
| 6M | +55.8% | -32.5% | +88.4% | +73.3% |
| YTD | +198.0% | -56.0% | +253.9% | +291.3% |
| 1Y | +166.6% | -55.5% | +222.1% | +248.6% |
| 3Y | +427.6% | -41.3% | +469.0% | +489.7% |
| 5Y | +630.6% | -72.3% | +702.9% | +1,014.6% |
| 10Y | +2,866.3% | -55.0% | +2,921.2% | +3,505.2% |
| All | +3,290.5% | -56.4% | +3,346.9% | +4,086.1% |
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