+970.4%
FISV vs EXEL
+336.4%
+634.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | +1.4% | -0.8% | +2.3% | +1.5% |
| 30D | +38.4% | +13.1% | +25.3% | +36.3% |
| 3M | +14.9% | +36.3% | -21.4% | +10.4% |
| 6M | +21.8% | +34.5% | -12.7% | +17.0% |
| YTD | -5.0% | +57.4% | -62.5% | -10.9% |
| 1Y | -1.2% | +62.9% | -64.1% | -7.8% |
| 3Y | -47.5% | +229.5% | -277.0% | -56.1% |
| 5Y | -36.7% | +281.2% | -318.0% | -48.5% |
| 10Y | +26.9% | +320.7% | -293.9% | -4.1% |
| All | +970.4% | +336.4% | +634.1% | +400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling