-52.4%
FIS vs EXEL
+320.7%
-373.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.3% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | -16.7% | +13.1% | -29.9% | -18.3% |
| 3M | -32.3% | +36.3% | -68.6% | -35.6% |
| 6M | -29.1% | +34.5% | -63.6% | -32.5% |
| YTD | -54.1% | +57.4% | -111.6% | -57.7% |
| 1Y | -53.7% | +62.9% | -116.6% | -57.5% |
| 3Y | -38.8% | +229.5% | -268.4% | -51.3% |
| 5Y | -71.1% | +281.2% | -352.3% | -77.8% |
| All | -52.4% | +320.7% | -373.1% | -64.6% |
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 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