-39.8%
NFLX vs FIS
-42.9%
+3.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.5% | +0.1% |
| 7D | -8.1% | -9.1% | +1.0% | -5.4% |
| 30D | -0.3% | -10.4% | +10.1% | +2.9% |
| 3M | -6.6% | -3.7% | -2.9% | -5.6% |
| 6M | -22.7% | -24.8% | +2.1% | -16.9% |
| YTD | -18.9% | -41.6% | +22.7% | -11.0% |
| 1Y | -39.8% | -42.7% | +2.9% | -33.7% |
| All | -39.8% | -42.9% | +3.1% | -33.7% |
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