-11.8%
FISV vs ALNY
-22.8%
+10.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.4% |
| 7D | -2.7% | -6.5% | +3.9% | -1.9% |
| 30D | 0.0% | +11.0% | -11.0% | -1.2% |
| 3M | -2.8% | -14.1% | +11.3% | -1.6% |
| 6M | -11.8% | -22.4% | +10.6% | -9.8% |
| All | -11.8% | -22.8% | +10.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 6mo: compounded portfolio wealth divided by compounded ALNY 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…
6mo analysis · Full analysis span regression · 6 months rolling