-66.1%
FIS vs BIDU
-42.3%
-23.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.9% | -3.3% |
| 7D | -9.1% | -2.4% | -6.6% | -8.7% |
| 30D | -10.4% | -16.0% | +5.5% | -8.4% |
| 3M | -3.7% | -24.0% | +20.3% | -0.3% |
| 6M | -24.8% | -24.9% | +0.1% | -22.4% |
| YTD | -41.6% | -29.6% | -12.0% | -39.4% |
| 1Y | -42.7% | -15.2% | -27.6% | -42.7% |
| 3Y | -26.2% | -32.2% | +5.9% | -25.1% |
| 5Y | -66.1% | -43.8% | -22.4% | -65.7% |
| All | -66.1% | -42.3% | -23.9% | -65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling