-38.8%
FIS vs BIDU
-27.4%
-11.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +2.8% | -4.6% | +7.4% | +3.1% |
| 30D | -16.7% | -4.5% | -12.2% | -16.5% |
| 3M | -32.3% | -25.4% | -6.9% | -30.8% |
| 6M | -29.1% | -48.1% | +19.0% | -25.5% |
| YTD | -54.1% | -40.2% | -13.9% | -52.6% |
| 1Y | -53.7% | -35.2% | -18.5% | -52.5% |
| 3Y | -38.8% | -27.1% | -11.7% | -39.3% |
| All | -38.8% | -27.4% | -11.5% | -39.3% |
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