+1,780.6%
FISV vs DGX
+8,631.6%
-6,851.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -7.2% | -3.5% | -3.8% | -6.2% |
| 30D | -7.2% | -2.7% | -4.5% | -6.4% |
| 3M | -8.2% | +13.9% | -22.1% | -12.1% |
| 6M | -17.7% | +16.0% | -33.7% | -21.8% |
| YTD | -27.2% | +34.9% | -62.1% | -34.3% |
| 1Y | -63.0% | +30.6% | -93.5% | -66.1% |
| 3Y | -59.8% | +93.0% | -152.8% | -67.8% |
| 5Y | -55.8% | +64.4% | -120.2% | -63.1% |
| 10Y | -2.4% | +248.1% | -250.5% | -37.1% |
| All | +1,780.6% | +8,631.6% | -6,851.0% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling