+197.1%
ABT vs FISV
+3.1%
+194.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -2.9% |
| 7D | -5.9% | -2.7% | -3.2% | -5.3% |
| 30D | -8.1% | 0.0% | -8.1% | -8.3% |
| 3M | +14.5% | -2.8% | +17.3% | +14.7% |
| 6M | -6.3% | -11.8% | +5.5% | -3.9% |
| YTD | -17.1% | -23.2% | +6.1% | -12.2% |
| 1Y | -21.4% | -62.0% | +40.6% | -2.1% |
| 3Y | +5.9% | -57.6% | +63.5% | +17.3% |
| 5Y | -12.8% | -53.4% | +40.6% | -9.7% |
| All | +197.1% | +3.1% | +194.0% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling