+376.5%
FIS vs BBY
+522.5%
-146.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.7% |
| 7D | +1.1% | +9.5% | -8.4% | -1.2% |
| 30D | -2.2% | +6.8% | -9.0% | -3.9% |
| 3M | +2.1% | +28.9% | -26.7% | -4.3% |
| 6M | -14.7% | +37.8% | -52.5% | -21.9% |
| YTD | -35.7% | +38.7% | -74.4% | -41.3% |
| 1Y | -37.1% | +23.7% | -60.8% | -41.1% |
| 3Y | -20.0% | +39.1% | -59.1% | -29.4% |
| 5Y | -62.1% | -0.4% | -61.7% | -64.5% |
| 10Y | -37.4% | +234.0% | -271.4% | -58.3% |
| All | +376.5% | +522.5% | -146.0% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 all: compounded portfolio wealth divided by compounded BBY 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…
all analysis · Full analysis span regression · 6 months rolling