-55.5%
FIS vs EXEL
+363.4%
-418.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -27.4% | -2.4% | -25.0% | -27.2% |
| 30D | -16.8% | +17.9% | -34.7% | -19.0% |
| 3M | -32.6% | +33.3% | -65.9% | -35.7% |
| 6M | -33.4% | +46.6% | -80.0% | -37.5% |
| YTD | -56.0% | +61.0% | -117.1% | -59.5% |
| 1Y | -55.1% | +70.4% | -125.5% | -59.1% |
| 3Y | -41.4% | +236.1% | -277.5% | -53.5% |
| 5Y | -72.7% | +284.8% | -357.5% | -79.0% |
| 10Y | -55.5% | +348.4% | -403.9% | -66.9% |
| All | -55.5% | +363.4% | -418.9% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling