-40.9%
FIS vs BN
+257.9%
-298.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.5% |
| 7D | -9.1% | -3.0% | -6.1% | -7.6% |
| 30D | -10.4% | -13.0% | +2.6% | -4.0% |
| 3M | -3.7% | -15.2% | +11.5% | +4.4% |
| 6M | -24.8% | -5.9% | -18.8% | -23.2% |
| YTD | -41.6% | -15.8% | -25.8% | -37.1% |
| 1Y | -42.7% | -12.2% | -30.6% | -40.0% |
| 3Y | -26.2% | +72.2% | -98.4% | -48.4% |
| 5Y | -66.1% | +33.2% | -99.3% | -73.4% |
| 10Y | -40.9% | +264.7% | -305.5% | -71.4% |
| All | -40.9% | +257.9% | -298.8% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling