-18.8%
FIS vs BB
+64.5%
-83.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -5.6% | +6.7% | +1.4% |
| 30D | -2.2% | -11.8% | +9.6% | -1.7% |
| 3M | +2.1% | -25.5% | +27.7% | +3.2% |
| 6M | -14.7% | +121.3% | -135.9% | -21.0% |
| YTD | -35.7% | +103.2% | -138.9% | -40.1% |
| 1Y | -37.1% | +102.6% | -139.7% | -41.6% |
| All | -18.8% | +64.5% | -83.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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