+72.4%
NFLX vs FIS
-23.8%
+96.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -0.3% |
| 7D | -5.0% | -3.5% | -1.5% | -4.1% |
| 30D | +3.5% | -7.8% | +11.4% | +5.8% |
| 3M | -7.1% | +0.8% | -7.9% | -7.4% |
| 6M | -22.5% | -21.9% | -0.6% | -17.9% |
| YTD | -18.1% | -39.5% | +21.4% | -8.3% |
| 1Y | -38.3% | -41.0% | +2.7% | -30.6% |
| All | +72.4% | -23.8% | +96.2% | +73.5% |
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 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