-21.4%
ABT vs FISV
-61.2%
+39.8%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.8% | -1.8% |
| 7D | -5.9% | -2.7% | -3.2% | -5.7% |
| 30D | -8.1% | 0.0% | -8.1% | -8.1% |
| 3M | +14.5% | -2.8% | +17.3% | +14.5% |
| 6M | -6.3% | -11.8% | +5.5% | -5.9% |
| YTD | -17.1% | -23.2% | +6.1% | -16.4% |
| 1Y | -21.4% | -62.0% | +40.6% | -18.1% |
| All | -21.4% | -61.2% | +39.8% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling