+128.1%
FIS vs BIDU
+1,076.2%
-948.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.7% | -3.5% | -5.7% |
| 7D | -3.5% | -2.3% | -1.2% | -3.1% |
| 30D | -19.4% | -7.3% | -12.1% | -18.6% |
| 3M | -31.6% | -26.0% | -5.6% | -28.4% |
| 6M | -32.5% | -44.5% | +12.0% | -26.3% |
| YTD | -56.0% | -40.6% | -15.4% | -52.8% |
| 1Y | -55.5% | -39.8% | -15.7% | -52.6% |
| 3Y | -41.3% | -26.7% | -14.6% | -41.4% |
| 5Y | -72.3% | -54.5% | -17.8% | -71.4% |
| 10Y | -55.0% | -52.4% | -2.6% | -57.2% |
| All | +128.1% | +1,076.2% | -948.1% | +29.9% |
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