+86.7%
ABBV vs FISV
-60.0%
+146.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.2% |
| 7D | -4.1% | -6.4% | +2.3% | -3.7% |
| 30D | +1.2% | -6.8% | +8.0% | +1.6% |
| 3M | +12.1% | -10.0% | +22.1% | +12.7% |
| 6M | +12.0% | -20.6% | +32.6% | +13.3% |
| YTD | +12.4% | -27.6% | +40.0% | +14.3% |
| 1Y | +22.9% | -64.3% | +87.3% | +29.9% |
| All | +86.7% | -60.0% | +146.8% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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