+159.7%
GILD vs FIS
-39.8%
+199.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -4.8% | -7.9% | +3.1% | -3.4% |
| 30D | +5.8% | -8.0% | +13.7% | +7.3% |
| 3M | +14.9% | +0.6% | +14.3% | +14.6% |
| 6M | -0.4% | -22.2% | +21.9% | +3.8% |
| YTD | +18.5% | -40.8% | +59.3% | +29.5% |
| 1Y | +25.1% | -41.5% | +66.6% | +36.9% |
| 3Y | +105.9% | -25.5% | +131.4% | +113.1% |
| 5Y | +143.0% | -64.8% | +207.8% | +188.6% |
| All | +159.7% | -39.8% | +199.5% | +156.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling