+456.9%
FISV vs ALNY
+3,976.7%
-3,519.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 6M | -11.8% | -22.4% | +10.6% | -10.0% |
| YTD | -23.2% | -37.5% | +14.3% | -19.8% |
| 1Y | -62.0% | -46.9% | -15.1% | -59.6% |
| 3Y | -57.6% | +22.1% | -79.7% | -60.0% |
| 5Y | -53.4% | +31.2% | -84.6% | -57.6% |
| 10Y | +2.9% | +256.3% | -253.5% | -23.8% |
| All | +456.9% | +3,976.7% | -3,519.9% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling