-23.6%
FIS vs BIDU
-32.1%
+8.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.0% | +1.1% | -5.3% |
| 7D | -3.5% | -2.4% | -1.0% | -3.2% |
| 30D | -7.8% | -15.6% | +7.8% | -6.6% |
| 3M | +0.8% | -22.3% | +23.1% | +2.9% |
| 6M | -21.9% | -22.3% | +0.4% | -20.7% |
| YTD | -39.5% | -29.2% | -10.3% | -38.1% |
| 1Y | -41.0% | -14.8% | -26.2% | -41.0% |
| 3Y | -23.6% | -31.8% | +8.2% | -24.8% |
| All | -23.6% | -32.1% | +8.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling