-65.6%
FIS vs NOC
+56.8%
-122.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.0% |
| 7D | -3.5% | -2.7% | -0.8% | -3.1% |
| 30D | -7.8% | -8.9% | +1.0% | -6.8% |
| 3M | +0.8% | -3.7% | +4.5% | +1.2% |
| 6M | -21.9% | -30.8% | +8.9% | -18.5% |
| YTD | -39.5% | -7.9% | -31.5% | -39.4% |
| 1Y | -41.0% | -9.4% | -31.6% | -40.7% |
| 3Y | -23.6% | +29.0% | -52.6% | -27.9% |
| 5Y | -65.6% | +56.1% | -121.7% | -70.3% |
| All | -65.6% | +56.8% | -122.4% | -70.3% |
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