+336.8%
AVGO vs FISV
-57.6%
+394.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | +0.2% |
| 7D | +1.1% | -2.7% | +3.8% | +1.2% |
| 30D | -13.0% | 0.0% | -13.0% | -13.0% |
| 3M | -6.0% | -2.8% | -3.2% | -5.9% |
| 6M | +6.4% | -11.8% | +18.2% | +6.9% |
| YTD | +5.0% | -23.2% | +28.2% | +6.3% |
| 1Y | +1.4% | -62.0% | +63.4% | +7.4% |
| 3Y | +336.8% | -57.6% | +394.4% | +272.9% |
| All | +336.8% | -57.6% | +394.4% | +272.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling