+396.0%
NVDA vs FIS
-26.4%
+422.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.7% |
| 7D | -0.3% | -9.1% | +8.7% | +0.1% |
| 30D | +2.8% | -10.4% | +13.3% | +3.4% |
| 3M | +7.4% | -3.7% | +11.1% | +7.0% |
| 6M | +22.6% | -24.8% | +47.4% | +25.5% |
| YTD | +20.1% | -41.6% | +61.6% | +27.6% |
| 1Y | +31.2% | -42.7% | +73.9% | +39.8% |
| All | +396.0% | -26.4% | +422.5% | +356.3% |
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