+512.0%
INTC vs FIS
+374.5%
+137.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.9% |
| 7D | +7.1% | +1.1% | +6.0% | +6.6% |
| 30D | -5.2% | -2.2% | -3.0% | -4.5% |
| 3M | -14.3% | +2.1% | -16.4% | -16.9% |
| 6M | +110.2% | -14.7% | +124.9% | +115.9% |
| YTD | +159.6% | -35.7% | +195.3% | +199.6% |
| 1Y | +289.3% | -37.1% | +326.3% | +351.3% |
| 3Y | +166.1% | -20.0% | +186.1% | +170.1% |
| 5Y | +94.4% | -62.1% | +156.5% | +162.1% |
| 10Y | +227.7% | -37.4% | +265.1% | +247.7% |
| All | +512.0% | +374.5% | +137.4% | +161.2% |
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