+225.8%
FIS vs BN
+6,643.1%
-6,417.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -27.4% | +4.3% | -31.7% | -29.4% |
| 30D | -16.8% | +14.3% | -31.1% | -22.3% |
| 3M | -32.6% | -4.1% | -28.5% | -32.1% |
| 6M | -33.4% | -9.7% | -23.7% | -31.4% |
| YTD | -56.0% | -7.1% | -48.9% | -55.5% |
| 1Y | -55.1% | -7.4% | -47.7% | -54.6% |
| 3Y | -41.4% | +102.3% | -143.8% | -59.4% |
| 5Y | -72.7% | +35.9% | -108.6% | -77.8% |
| 10Y | -55.5% | +289.2% | -344.6% | -77.3% |
| All | +225.8% | +6,643.1% | -6,417.3% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling