+6,449.5%
ABT vs FISV
+10,091.3%
-3,641.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | +0.6% |
| 7D | -4.7% | -6.4% | +1.7% | -3.5% |
| 30D | -3.1% | -6.8% | +3.7% | -1.8% |
| 3M | +16.1% | -10.0% | +26.1% | +18.3% |
| 6M | -5.3% | -20.6% | +15.3% | -1.3% |
| YTD | -14.4% | -27.6% | +13.1% | -9.5% |
| 1Y | -18.4% | -64.3% | +45.9% | -3.3% |
| 3Y | +11.2% | -60.0% | +71.2% | +25.8% |
| 5Y | -9.4% | -57.7% | +48.3% | +0.4% |
| 10Y | +209.7% | -3.0% | +212.7% | +189.2% |
| All | +6,449.5% | +10,091.3% | -3,641.9% | +2,686.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling