+65,302.9%
NFLX vs FIS
+165.7%
+65,137.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.0% |
| 7D | -4.2% | +1.1% | -5.3% | -4.6% |
| 30D | +5.5% | -2.2% | +7.7% | +6.4% |
| 3M | -4.1% | +2.1% | -6.2% | -5.3% |
| 6M | -20.7% | -14.7% | -6.0% | -16.2% |
| YTD | -16.5% | -35.7% | +19.2% | -1.3% |
| 1Y | -37.8% | -37.1% | -0.7% | -26.0% |
| 3Y | +77.9% | -20.0% | +97.9% | +85.9% |
| 5Y | +32.5% | -62.1% | +94.6% | +82.7% |
| 10Y | +703.6% | -37.4% | +740.9% | +757.0% |
| All | +65,302.9% | +165.7% | +65,137.2% | +26,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling