-42.7%
FIS vs BAX
+1.4%
-44.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.1% |
| 7D | -9.1% | -5.1% | -4.0% | -8.2% |
| 30D | -10.4% | -12.2% | +1.7% | -8.3% |
| 3M | -3.7% | +21.8% | -25.5% | -6.0% |
| 6M | -24.8% | +36.3% | -61.1% | -27.4% |
| YTD | -41.6% | +27.8% | -69.4% | -43.3% |
| 1Y | -42.7% | -0.1% | -42.7% | -43.3% |
| All | -42.7% | +1.4% | -44.2% | -43.3% |
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