+230.6%
FIS vs EXEL
+333.5%
-102.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -25.5% | +0.3% | -25.7% | -25.5% |
| 30D | -15.1% | +19.0% | -34.1% | -16.9% |
| 3M | -32.1% | +33.3% | -65.4% | -34.6% |
| 6M | -36.1% | +42.9% | -78.9% | -39.0% |
| YTD | -55.4% | +58.7% | -114.1% | -58.1% |
| 1Y | -53.9% | +70.5% | -124.4% | -57.1% |
| 3Y | -39.8% | +233.8% | -273.6% | -49.3% |
| 5Y | -71.1% | +259.3% | -330.4% | -76.1% |
| 10Y | -53.8% | +484.1% | -538.0% | -65.9% |
| All | +230.6% | +333.5% | -102.9% | +70.8% |
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