-61.1%
FISV vs NOC
-10.0%
-51.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.0% |
| 7D | -0.3% | -5.2% | +4.8% | +0.6% |
| 30D | -2.1% | -7.2% | +5.2% | -0.8% |
| 3M | -5.7% | -5.1% | -0.6% | -5.2% |
| 6M | -15.3% | -31.1% | +15.7% | -11.5% |
| YTD | -21.1% | -8.6% | -12.5% | -29.1% |
| 1Y | -61.1% | -9.7% | -51.4% | -61.6% |
| All | -61.1% | -10.0% | -51.1% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling