-55.1%
FIS vs EXEL
+72.0%
-127.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | -27.4% | -2.4% | -25.0% | -27.3% |
| 30D | -16.8% | +17.9% | -34.7% | -17.2% |
| 3M | -32.6% | +33.3% | -65.9% | -32.9% |
| 6M | -33.4% | +46.6% | -80.0% | -33.3% |
| YTD | -56.0% | +61.0% | -117.1% | -56.5% |
| 1Y | -55.1% | +70.4% | -125.5% | -56.0% |
| All | -55.1% | +72.0% | -127.1% | -56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling