-17.4%
FIS vs BAX
-31.1%
+13.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.3% |
| 30D | -2.2% | -5.5% | +3.2% | -1.1% |
| 3M | +2.1% | +33.5% | -31.4% | -3.2% |
| 6M | -14.7% | +35.9% | -50.5% | -19.6% |
| YTD | -35.7% | +35.4% | -71.1% | -39.7% |
| 1Y | -37.1% | +9.8% | -46.8% | -38.7% |
| All | -17.4% | -31.1% | +13.7% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling