+108.6%
ASML vs FISV
-54.1%
+162.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | +2.2% | -2.1% | +4.2% | +2.5% |
| 3M | -2.3% | -5.7% | +3.4% | -1.7% |
| 6M | +23.0% | -15.3% | +38.3% | +25.9% |
| YTD | +61.1% | -21.1% | +82.2% | +67.3% |
| 1Y | +129.1% | -61.1% | +190.2% | +175.4% |
| 3Y | +165.4% | -56.8% | +222.2% | +158.6% |
| All | +108.6% | -54.1% | +162.7% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling