-62.0%
FISV vs DGX
+32.7%
-94.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.8% |
| 7D | -2.7% | -0.9% | -1.8% | -2.4% |
| 30D | 0.0% | -1.2% | +1.2% | +0.4% |
| 3M | -2.8% | +15.8% | -18.6% | -8.3% |
| 6M | -11.8% | +18.2% | -30.0% | -17.5% |
| YTD | -23.2% | +37.2% | -60.4% | -35.7% |
| 1Y | -62.0% | +30.4% | -92.3% | -67.6% |
| All | -62.0% | +32.7% | -94.6% | -67.6% |
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