+1,670.8%
ASML vs FISV
+2.2%
+1,668.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +2.2% | -2.1% | +4.2% | +2.7% |
| 3M | -2.3% | -5.7% | +3.4% | -1.7% |
| 6M | +23.0% | -15.3% | +38.3% | +27.4% |
| YTD | +61.1% | -21.1% | +82.2% | +70.5% |
| 1Y | +129.1% | -61.1% | +190.2% | +201.9% |
| 3Y | +165.4% | -56.8% | +222.2% | +195.8% |
| 5Y | +109.5% | -54.2% | +163.6% | +119.4% |
| All | +1,670.8% | +2.2% | +1,668.7% | +998.1% |
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