+376.5%
FIS vs EXEL
+267.7%
+108.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +1.1% | +8.4% | -7.3% | +0.1% |
| 30D | -2.2% | +4.1% | -6.3% | -2.8% |
| 3M | +2.1% | +12.4% | -10.3% | +0.5% |
| 6M | -14.7% | +41.5% | -56.2% | -18.7% |
| YTD | -35.7% | +34.6% | -70.3% | -38.4% |
| 1Y | -37.1% | +57.9% | -94.9% | -41.0% |
| 3Y | -20.0% | +159.5% | -179.5% | -30.6% |
| 5Y | -62.1% | +198.5% | -260.6% | -67.9% |
| 10Y | -37.4% | +411.4% | -448.7% | -53.2% |
| All | +376.5% | +267.7% | +108.8% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling