-51.1%
FIS vs BAX
+46.0%
-97.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.0% | -27.6% | -24.3% |
| 7D | -18.4% | +4.1% | -22.5% | -19.3% |
| 30D | -11.4% | +9.4% | -20.8% | -13.3% |
| 3M | -32.0% | -6.5% | -25.5% | -31.2% |
| 6M | -35.6% | +59.6% | -95.2% | -40.2% |
| YTD | -53.8% | +38.9% | -92.7% | -57.0% |
| 1Y | -51.1% | +48.0% | -99.1% | -55.3% |
| All | -51.1% | +46.0% | -97.1% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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