+2.0%
FISV vs NOC
+192.5%
-190.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | 0.0% | -9.7% | +9.7% | +3.0% |
| 3M | -2.8% | -5.6% | +2.9% | -1.3% |
| 6M | -11.8% | -28.6% | +16.8% | -3.1% |
| YTD | -23.2% | -7.9% | -15.3% | -22.6% |
| 1Y | -62.0% | -9.5% | -52.5% | -61.3% |
| 3Y | -57.6% | +28.4% | -86.0% | -62.5% |
| 5Y | -53.4% | +59.0% | -112.3% | -63.7% |
| All | +2.0% | +192.5% | -190.5% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling