-62.2%
FIS vs BN
+37.9%
-100.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +1.1% | -2.5% | +3.6% | +2.2% |
| 30D | -2.2% | -9.5% | +7.3% | +2.2% |
| 3M | +2.1% | -10.4% | +12.5% | +7.1% |
| 6M | -14.7% | -6.4% | -8.3% | -12.9% |
| YTD | -35.7% | -11.9% | -23.8% | -32.7% |
| 1Y | -37.1% | -8.6% | -28.4% | -35.5% |
| 3Y | -20.0% | +77.6% | -97.6% | -44.4% |
| All | -62.2% | +37.9% | -100.1% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling