+475.8%
NVDA vs FIS
-72.0%
+547.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -18.3% | -27.4% | +9.1% | -12.1% |
| 30D | -26.3% | -16.8% | -9.5% | -23.9% |
| 3M | -22.3% | -32.6% | +10.4% | -15.1% |
| 6M | -21.3% | -33.4% | +12.1% | -14.5% |
| YTD | -9.2% | -56.0% | +46.8% | +13.1% |
| 1Y | -14.9% | -55.1% | +40.1% | +5.0% |
| 3Y | +250.5% | -41.4% | +291.9% | +266.5% |
| 5Y | +475.8% | -72.7% | +548.5% | +762.9% |
| All | +475.8% | -72.0% | +547.8% | +762.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling