+376.5%
FIS vs NOC
+2,163.5%
-1,787.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +1.1% | -5.2% | +6.3% | +3.0% |
| 30D | -2.2% | -7.2% | +5.0% | +0.3% |
| 3M | +2.1% | -5.1% | +7.2% | +3.7% |
| 6M | -14.7% | -31.1% | +16.4% | -3.1% |
| YTD | -35.7% | -8.6% | -27.1% | -34.6% |
| 1Y | -37.1% | -9.7% | -27.3% | -35.8% |
| 3Y | -20.0% | +24.3% | -44.3% | -29.7% |
| 5Y | -62.1% | +52.6% | -114.8% | -70.4% |
| 10Y | -37.4% | +183.6% | -221.0% | -63.1% |
| All | +376.5% | +2,163.5% | -1,787.0% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling