-64.8%
FIS vs BDX
-3.5%
-61.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.0% |
| 7D | -8.9% | -5.4% | -3.5% | -6.8% |
| 30D | -9.9% | -2.2% | -7.7% | -9.1% |
| 3M | 0.0% | +20.1% | -20.1% | -7.4% |
| 6M | -22.9% | +9.1% | -31.9% | -25.9% |
| YTD | -40.9% | +17.9% | -58.8% | -45.3% |
| 1Y | -40.4% | +22.1% | -62.5% | -45.8% |
| 3Y | -25.4% | -10.5% | -14.8% | -22.9% |
| 5Y | -64.8% | -2.6% | -62.2% | -66.2% |
| All | -64.8% | -3.5% | -61.4% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling