+1,448.4%
FCX vs FIS
+224.7%
+1,223.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.6% |
| 7D | -1.0% | -29.4% | +28.4% | +14.9% |
| 30D | -15.2% | -16.7% | +1.5% | -10.2% |
| 3M | -10.3% | -33.0% | +22.7% | +5.2% |
| 6M | +1.6% | -33.3% | +34.9% | +17.1% |
| YTD | +23.9% | -56.0% | +79.9% | +74.6% |
| 1Y | +58.0% | -54.6% | +112.6% | +118.7% |
| 3Y | +94.6% | -40.6% | +135.2% | +124.0% |
| 5Y | +70.4% | -71.9% | +142.3% | +178.7% |
| 10Y | +430.7% | -55.3% | +486.0% | +576.0% |
| All | +1,448.4% | +224.7% | +1,223.7% | +843.9% |
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