-72.9%
FIS vs NOC
+64.8%
-137.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.4% |
| 7D | -27.4% | -0.3% | -27.1% | -27.2% |
| 30D | -16.8% | +14.1% | -31.0% | -18.0% |
| 3M | -32.6% | -4.6% | -28.0% | -32.2% |
| 6M | -33.4% | +0.7% | -34.1% | -33.5% |
| YTD | -56.0% | -2.6% | -53.4% | -56.2% |
| 1Y | -55.1% | -1.0% | -54.1% | -55.4% |
| 3Y | -41.4% | +24.5% | -65.9% | -43.9% |
| All | -72.9% | +64.8% | -137.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 5y: compounded portfolio wealth divided by compounded NOC 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…
5y analysis · Full analysis span regression · 6 months rolling