-58.9%
FIS vs BIYA
-99.9%
+41.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.3% |
| 7D | -25.5% | -10.5% | -15.0% | -25.4% |
| 30D | -15.1% | -51.7% | +36.7% | -14.4% |
| 3M | -32.1% | -60.8% | +28.7% | -31.6% |
| 6M | -36.1% | -90.6% | +54.5% | -35.9% |
| YTD | -55.4% | -97.1% | +41.7% | -54.8% |
| 1Y | -53.9% | -99.1% | +45.2% | -51.9% |
| All | -58.9% | -99.9% | +41.0% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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