-47.5%
FISV vs EMR
+103.4%
-150.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +1.4% | +2.8% | -1.4% | +0.8% |
| 30D | +38.4% | +3.7% | +34.8% | +37.2% |
| 3M | +14.9% | +2.0% | +12.9% | +14.2% |
| 6M | +21.8% | +22.1% | -0.3% | +16.0% |
| YTD | -5.0% | +27.2% | -32.3% | -11.1% |
| 1Y | -1.2% | +32.0% | -33.2% | -8.4% |
| 3Y | -47.5% | +103.3% | -150.8% | -55.4% |
| All | -47.5% | +103.4% | -150.9% | -55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling