-40.9%
FIS vs BAX
-37.8%
-3.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.8% |
| 7D | -9.1% | -5.1% | -4.0% | -7.4% |
| 30D | -10.4% | -12.2% | +1.7% | -6.5% |
| 3M | -3.7% | +21.8% | -25.5% | -9.9% |
| 6M | -24.8% | +36.3% | -61.1% | -32.7% |
| YTD | -41.6% | +27.8% | -69.4% | -47.2% |
| 1Y | -42.7% | -0.1% | -42.7% | -44.0% |
| 3Y | -26.2% | -33.3% | +7.1% | -19.6% |
| 5Y | -66.1% | -67.1% | +1.0% | -49.8% |
| 10Y | -40.9% | -36.9% | -3.9% | -27.6% |
| All | -40.9% | -37.8% | -3.1% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling