-39.3%
NFLX vs FIS
-50.5%
+11.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -23.7% | +28.4% | +8.5% |
| 7D | +7.1% | -18.4% | +25.5% | +8.3% |
| 30D | -1.6% | -11.4% | +9.7% | -3.3% |
| 3M | -9.8% | -32.0% | +22.2% | -3.3% |
| 6M | -27.1% | -35.6% | +8.5% | -21.3% |
| YTD | -29.2% | -53.8% | +24.6% | -19.2% |
| 1Y | -39.3% | -51.1% | +11.8% | -32.5% |
| All | -39.3% | -50.5% | +11.3% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling