-3.3%
FISV vs ARWR
+1,080.6%
-1,083.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -7.2% | -4.3% | -2.9% | -6.8% |
| 30D | -7.2% | -7.3% | +0.1% | -6.6% |
| 3M | -8.2% | +17.0% | -25.2% | -9.8% |
| 6M | -17.7% | +39.8% | -57.5% | -20.7% |
| YTD | -27.2% | +24.7% | -51.8% | -29.2% |
| 1Y | -63.0% | +186.5% | -249.4% | -67.0% |
| 3Y | -59.8% | +176.8% | -236.6% | -65.6% |
| 5Y | -55.8% | +29.3% | -85.1% | -60.6% |
| All | -3.3% | +1,080.6% | -1,083.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ARWR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling