-47.9%
FISV vs CAPR
+222.5%
-270.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.6% | -0.2% |
| 7D | +8.4% | +7.6% | +0.8% | +8.3% |
| 30D | +38.8% | +13.3% | +25.5% | +38.5% |
| 3M | +21.3% | +130.4% | -109.1% | +20.1% |
| 6M | +14.1% | -70.8% | +84.9% | +14.6% |
| YTD | -5.7% | -69.3% | +63.5% | -5.5% |
| 1Y | -0.8% | +59.5% | -60.3% | -4.0% |
| 3Y | -47.9% | +216.8% | -264.7% | -50.2% |
| All | -47.9% | +222.5% | -270.4% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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