-47.5%
FISV vs EXEL
+230.5%
-278.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.8% |
| 7D | +1.4% | -0.8% | +2.3% | +1.5% |
| 30D | +38.4% | +13.1% | +25.3% | +37.5% |
| 3M | +14.9% | +36.3% | -21.4% | +12.8% |
| 6M | +21.8% | +34.5% | -12.7% | +19.6% |
| YTD | -5.0% | +57.4% | -62.5% | -8.0% |
| 1Y | -1.2% | +62.9% | -64.1% | -4.5% |
| 3Y | -47.5% | +229.5% | -277.0% | -51.0% |
| All | -47.5% | +230.5% | -278.0% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling