+1,517.6%
JPM vs FIS
+374.5%
+1,143.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.5% |
| 7D | +0.3% | +1.1% | -0.8% | -0.3% |
| 30D | -0.2% | -2.2% | +2.1% | +0.7% |
| 3M | +15.9% | +2.1% | +13.7% | +13.2% |
| 6M | +20.9% | -14.7% | +35.6% | +28.2% |
| YTD | +12.9% | -35.7% | +48.6% | +38.2% |
| 1Y | +20.3% | -37.1% | +57.4% | +48.3% |
| 3Y | +160.9% | -20.0% | +180.9% | +173.5% |
| 5Y | +154.8% | -62.1% | +217.0% | +270.4% |
| 10Y | +591.1% | -37.4% | +628.5% | +627.0% |
| All | +1,517.6% | +374.5% | +1,143.0% | +465.9% |
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