+2.0%
FISV vs EXEL
+375.2%
-373.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +5.7% |
| 7D | -2.7% | -4.9% | +2.2% | -2.1% |
| 30D | 0.0% | +11.4% | -11.4% | -1.5% |
| 3M | -2.8% | +4.9% | -7.7% | -3.6% |
| 6M | -11.8% | +34.4% | -46.2% | -15.7% |
| YTD | -23.2% | +28.0% | -51.2% | -26.2% |
| 1Y | -62.0% | +43.6% | -105.6% | -64.1% |
| 3Y | -57.6% | +155.2% | -212.8% | -63.9% |
| 5Y | -53.4% | +181.2% | -234.6% | -61.3% |
| All | +2.0% | +375.2% | -373.2% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EXEL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling