-62.2%
FIS vs BB
-30.6%
-31.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -5.6% | +6.7% | +1.8% |
| 30D | -2.2% | -11.8% | +9.6% | -0.9% |
| 3M | +2.1% | -25.5% | +27.7% | +4.6% |
| 6M | -14.7% | +121.3% | -135.9% | -26.2% |
| YTD | -35.7% | +103.2% | -138.9% | -43.7% |
| 1Y | -37.1% | +102.6% | -139.7% | -45.3% |
| 3Y | -20.0% | +37.5% | -57.5% | -28.2% |
| All | -62.2% | -30.6% | -31.7% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling