-3.3%
FISV vs EMR
+274.4%
-277.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -7.2% | -1.2% | -6.0% | -6.7% |
| 30D | -7.2% | -9.4% | +2.2% | -3.3% |
| 3M | -8.2% | +8.6% | -16.7% | -12.0% |
| 6M | -17.7% | +6.7% | -24.4% | -21.3% |
| YTD | -27.2% | +13.1% | -40.2% | -32.5% |
| 1Y | -63.0% | +12.7% | -75.7% | -65.9% |
| 3Y | -59.8% | +58.1% | -117.8% | -69.4% |
| 5Y | -55.8% | +63.6% | -119.4% | -67.6% |
| All | -3.3% | +274.4% | -277.6% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling