-40.9%
FIS vs EXEL
+378.5%
-419.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.6% | -3.6% |
| 7D | -9.1% | -0.3% | -8.7% | -9.0% |
| 30D | -10.4% | +10.1% | -20.6% | -11.8% |
| 3M | -3.7% | +10.1% | -13.8% | -5.2% |
| 6M | -24.8% | +37.7% | -62.4% | -28.7% |
| YTD | -41.6% | +33.1% | -74.6% | -44.4% |
| 1Y | -42.7% | +52.4% | -95.1% | -46.9% |
| 3Y | -26.2% | +163.8% | -190.0% | -38.5% |
| 5Y | -66.1% | +198.5% | -264.6% | -72.7% |
| 10Y | -40.9% | +386.9% | -427.8% | -55.6% |
| All | -40.9% | +378.5% | -419.4% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling