+376.5%
FIS vs BDX
+928.7%
-552.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.2% |
| 7D | +1.1% | -2.5% | +3.6% | +2.3% |
| 30D | -2.2% | +8.3% | -10.5% | -5.8% |
| 3M | +2.1% | +24.4% | -22.3% | -7.6% |
| 6M | -14.7% | +9.2% | -23.8% | -18.3% |
| YTD | -35.7% | +22.7% | -58.4% | -41.9% |
| 1Y | -37.1% | +25.9% | -62.9% | -43.9% |
| 3Y | -20.0% | -10.5% | -9.5% | -18.5% |
| 5Y | -62.1% | +1.9% | -64.0% | -63.9% |
| 10Y | -37.4% | +58.7% | -96.1% | -53.4% |
| All | +376.5% | +928.7% | -552.2% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling