+1,469.2%
JPM vs FIS
+238.5%
+1,230.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | -1.1% |
| 7D | +3.5% | +2.8% | +0.7% | +1.7% |
| 30D | +3.3% | -16.7% | +20.0% | +9.1% |
| 3M | -4.2% | -32.3% | +28.1% | +12.1% |
| 6M | +16.4% | -29.1% | +45.5% | +31.2% |
| YTD | +9.5% | -54.1% | +63.6% | +52.9% |
| 1Y | +14.0% | -53.7% | +67.7% | +58.4% |
| 3Y | +153.1% | -38.8% | +191.9% | +192.2% |
| 5Y | +134.9% | -71.1% | +206.0% | +276.2% |
| 10Y | +485.7% | -53.1% | +538.8% | +583.8% |
| All | +1,469.2% | +238.5% | +1,230.7% | +526.1% |
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 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