-3.7%
FISV vs DGX
+45.0%
-48.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.5% | +2.8% | +5.5% |
| 7D | +29.6% | +4.1% | +25.6% | +28.4% |
| 30D | +34.5% | +10.5% | +24.0% | +31.4% |
| 3M | +11.2% | +9.8% | +1.4% | +8.7% |
| 6M | -1.2% | +34.6% | -35.8% | -7.4% |
| YTD | -7.6% | +49.8% | -57.4% | -16.4% |
| 1Y | -3.7% | +46.0% | -49.8% | -12.0% |
| All | -3.7% | +45.0% | -48.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling