+37.4%
GILD vs FIS
-37.2%
+74.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +3.7% | +1.1% | +2.6% | +3.5% |
| 30D | +14.6% | -2.2% | +16.8% | +14.8% |
| 3M | +17.7% | +2.1% | +15.5% | +17.3% |
| 6M | +3.1% | -14.7% | +17.8% | +3.3% |
| YTD | +24.5% | -35.7% | +60.2% | +29.2% |
| 1Y | +37.4% | -37.1% | +74.4% | +43.3% |
| All | +37.4% | -37.2% | +74.6% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling