+116.0%
INTC vs FIS
-66.7%
+182.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.2% |
| 7D | +18.0% | -9.1% | +27.1% | +19.4% |
| 30D | +8.9% | -10.4% | +19.4% | +10.4% |
| 3M | -1.6% | -3.7% | +2.1% | -2.2% |
| 6M | +133.1% | -24.8% | +157.9% | +142.7% |
| YTD | +187.9% | -41.6% | +229.5% | +220.3% |
| 1Y | +334.7% | -42.7% | +377.4% | +385.2% |
| 3Y | +184.2% | -26.2% | +210.4% | +191.4% |
| 5Y | +116.0% | -66.1% | +182.1% | +167.1% |
| All | +116.0% | -66.7% | +182.7% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling