-20.6%
FISV vs NOC
-31.8%
+11.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.2% |
| 7D | -6.4% | -1.6% | -4.8% | -6.0% |
| 30D | -6.8% | -10.4% | +3.5% | -4.1% |
| 3M | -10.0% | -5.6% | -4.4% | -9.2% |
| 6M | -20.6% | -30.4% | +9.8% | -16.6% |
| All | -20.6% | -31.8% | +11.2% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling