-37.8%
NFLX vs FIS
-37.2%
-0.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.1% |
| 7D | -4.2% | +1.1% | -5.3% | -4.5% |
| 30D | +5.5% | -2.2% | +7.7% | +6.1% |
| 3M | -4.1% | +2.1% | -6.2% | -4.9% |
| 6M | -20.7% | -14.7% | -6.0% | -17.9% |
| YTD | -16.5% | -35.7% | +19.2% | -11.0% |
| 1Y | -37.8% | -37.1% | -0.7% | -33.6% |
| All | -37.8% | -37.2% | -0.6% | -33.6% |
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