+121.2%
INTC vs FIS
-52.2%
+173.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.7% | +0.8% | +5.5% |
| 7D | +7.3% | +1.5% | +5.7% | +6.8% |
| 30D | -38.3% | -11.8% | -26.5% | -37.5% |
| 3M | -36.0% | -28.5% | -7.5% | -30.9% |
| 6M | -51.7% | -27.0% | -24.7% | -49.2% |
| YTD | +69.4% | -53.1% | +122.5% | +110.2% |
| 1Y | +65.0% | -52.8% | +117.7% | +104.1% |
| 3Y | +63.0% | -37.5% | +100.5% | +71.6% |
| 5Y | +33.4% | -71.1% | +104.4% | +98.4% |
| 10Y | +121.2% | -52.0% | +173.2% | +152.3% |
| All | +121.2% | -52.2% | +173.4% | +152.3% |
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 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