-51.1%
FIS vs BDX
+54.0%
-105.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +5.6% | -29.2% | -24.8% |
| 7D | -18.4% | +7.2% | -25.6% | -20.1% |
| 30D | -11.4% | +15.8% | -27.2% | -15.7% |
| 3M | -32.0% | +23.7% | -55.7% | -36.9% |
| 6M | -35.6% | +44.8% | -80.4% | -43.0% |
| YTD | -53.8% | +39.8% | -93.6% | -59.9% |
| 1Y | -51.1% | +52.3% | -103.4% | -58.3% |
| All | -51.1% | +54.0% | -105.1% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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