+7,999.2%
NVDA vs FIS
-55.0%
+8,054.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.1% | +1.8% | -1.6% |
| 7D | -8.5% | -3.5% | -5.0% | -7.1% |
| 30D | -27.3% | -19.4% | -7.8% | -22.0% |
| 3M | -25.8% | -31.6% | +5.8% | -14.5% |
| 6M | -24.6% | -32.5% | +8.0% | -13.9% |
| YTD | -10.7% | -56.0% | +45.3% | +25.4% |
| 1Y | -14.0% | -55.5% | +41.5% | +19.8% |
| 3Y | +244.9% | -41.3% | +286.2% | +280.5% |
| 5Y | +449.3% | -72.3% | +521.5% | +851.0% |
| All | +7,999.2% | -55.0% | +8,054.2% | +8,469.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling