+162.6%
JPM vs FIS
-22.6%
+185.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.9% | +4.5% | 0.0% |
| 7D | -0.4% | -3.5% | +3.0% | +0.4% |
| 30D | -1.1% | -7.8% | +6.7% | +0.7% |
| 3M | +14.1% | +0.8% | +13.3% | +13.0% |
| 6M | +23.3% | -21.9% | +45.2% | +30.8% |
| YTD | +11.3% | -39.5% | +50.8% | +27.8% |
| 1Y | +23.0% | -41.0% | +64.0% | +42.2% |
| 3Y | +162.6% | -23.6% | +186.2% | +174.3% |
| All | +162.6% | -22.6% | +185.2% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling