+47.0%
NFLX vs FIS
-41.8%
+88.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.2% | +1.1% |
| 7D | +2.6% | -29.4% | +32.0% | +9.2% |
| 30D | -9.0% | -16.7% | +7.7% | -7.8% |
| 3M | -13.7% | -33.0% | +19.2% | -7.1% |
| 6M | -26.9% | -33.3% | +6.4% | -21.3% |
| YTD | -31.8% | -56.0% | +24.2% | -19.2% |
| 1Y | -42.1% | -54.6% | +12.5% | -31.9% |
| 3Y | +47.0% | -40.6% | +87.6% | +58.9% |
| All | +47.0% | -41.8% | +88.7% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling