+250.5%
NVDA vs FIS
-40.9%
+291.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -18.3% | -27.4% | +9.1% | -17.7% |
| 30D | -26.3% | -16.8% | -9.5% | -25.9% |
| 3M | -22.3% | -32.6% | +10.4% | -21.4% |
| 6M | -21.3% | -33.4% | +12.1% | -20.4% |
| YTD | -9.2% | -56.0% | +46.8% | -3.5% |
| 1Y | -14.9% | -55.1% | +40.1% | -9.9% |
| 3Y | +250.5% | -41.4% | +291.9% | +243.0% |
| All | +250.5% | -40.9% | +291.3% | +243.0% |
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