+4,681.2%
DELL vs FIS
-36.3%
+4,717.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +14.9% | +1.1% | +13.8% | +14.5% |
| 30D | +13.3% | -2.2% | +15.5% | +14.1% |
| 3M | +24.4% | +2.1% | +22.3% | +21.3% |
| 6M | +258.0% | -14.7% | +272.7% | +272.3% |
| YTD | +320.2% | -35.7% | +355.9% | +391.5% |
| 1Y | +319.1% | -37.1% | +356.1% | +392.7% |
| 3Y | +706.5% | -20.0% | +726.5% | +726.3% |
| 5Y | +1,071.9% | -62.1% | +1,134.0% | +1,550.0% |
| 10Y | +4,683.5% | -37.4% | +4,720.9% | +5,184.5% |
| All | +4,681.2% | -36.3% | +4,717.6% | +5,158.4% |
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 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