+152.5%
JPM vs FIS
-66.7%
+219.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.8% | +1.2% |
| 7D | -0.4% | -9.1% | +8.7% | +1.9% |
| 30D | -1.4% | -10.4% | +9.0% | +1.2% |
| 3M | +13.9% | -3.7% | +17.6% | +14.3% |
| 6M | +23.5% | -24.8% | +48.3% | +31.7% |
| YTD | +11.6% | -41.6% | +53.2% | +27.3% |
| 1Y | +21.4% | -42.7% | +64.1% | +38.9% |
| 3Y | +163.4% | -26.2% | +189.7% | +179.6% |
| 5Y | +152.5% | -66.1% | +218.6% | +234.1% |
| All | +152.5% | -66.7% | +219.2% | +234.1% |
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