+281.1%
INTC vs FIS
+238.5%
+42.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -4.1% |
| 7D | +6.0% | +2.8% | +3.2% | +4.8% |
| 30D | -39.2% | -16.7% | -22.5% | -36.6% |
| 3M | -42.9% | -32.3% | -10.7% | -35.8% |
| 6M | -50.4% | -29.1% | -21.3% | -46.6% |
| YTD | +61.7% | -54.1% | +115.8% | +105.7% |
| 1Y | +66.1% | -53.7% | +119.9% | +110.5% |
| 3Y | +58.1% | -38.8% | +97.0% | +72.2% |
| 5Y | +27.9% | -71.1% | +99.0% | +84.8% |
| 10Y | +111.1% | -53.1% | +164.2% | +141.9% |
| All | +281.1% | +238.5% | +42.6% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling