-32.5%
FIS vs BIDU
-45.4%
+12.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.5% | -6.2% |
| 7D | -3.5% | -2.3% | -1.2% | -3.6% |
| 30D | -19.4% | -7.3% | -12.1% | -18.7% |
| 3M | -31.6% | -26.0% | -5.6% | -29.4% |
| 6M | -32.5% | -44.5% | +12.0% | -28.1% |
| All | -32.5% | -45.4% | +12.9% | -28.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling