-25.5%
FIS vs DGX
+96.4%
-121.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.7% |
| 30D | -8.0% | -1.2% | -6.8% | -7.7% |
| 3M | +0.6% | +15.8% | -15.2% | -3.0% |
| 6M | -22.2% | +18.2% | -40.4% | -25.4% |
| YTD | -40.8% | +37.2% | -78.0% | -45.5% |
| 1Y | -41.5% | +30.4% | -71.9% | -45.5% |
| 3Y | -25.5% | +96.7% | -122.2% | -37.8% |
| All | -25.5% | +96.4% | -121.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling