+233.1%
FIS vs BIDU
+1,407.1%
-1,174.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.1% | -5.0% | -1.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.7% |
| 30D | -2.2% | -10.5% | +8.3% | -0.6% |
| 3M | +2.1% | -26.2% | +28.4% | +6.9% |
| 6M | -14.7% | -16.4% | +1.7% | -13.0% |
| YTD | -35.7% | -23.9% | -11.8% | -33.7% |
| 1Y | -37.1% | +1.3% | -38.3% | -38.8% |
| 3Y | -20.0% | -32.1% | +12.1% | -18.7% |
| 5Y | -62.1% | -39.0% | -23.2% | -62.8% |
| 10Y | -37.4% | -44.0% | +6.7% | -41.9% |
| All | +233.1% | +1,407.1% | -1,174.0% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling