+11,131.7%
FISV vs EMR
+4,039.8%
+7,091.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.2% |
| 7D | -0.3% | -1.5% | +1.2% | +0.3% |
| 30D | -2.1% | -5.6% | +3.6% | +0.3% |
| 3M | -5.7% | +7.9% | -13.7% | -9.5% |
| 6M | -15.3% | +6.0% | -21.4% | -18.9% |
| YTD | -21.1% | +16.4% | -37.5% | -27.7% |
| 1Y | -61.1% | +16.6% | -77.7% | -64.7% |
| 3Y | -56.8% | +62.9% | -119.7% | -67.1% |
| 5Y | -54.2% | +60.1% | -114.3% | -65.3% |
| 10Y | +1.6% | +268.7% | -267.2% | -49.3% |
| All | +11,131.7% | +4,039.8% | +7,091.9% | +2,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling