+10,678.2%
FISV vs NOC
+16,574.2%
-5,896.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.2% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -3.0% | -8.9% | +5.9% | -0.5% |
| 3M | -3.5% | -3.7% | +0.1% | -2.7% |
| 6M | -19.4% | -30.8% | +11.4% | -11.1% |
| YTD | -24.3% | -7.9% | -16.3% | -23.4% |
| 1Y | -62.4% | -9.4% | -53.0% | -61.7% |
| 3Y | -58.2% | +29.0% | -87.1% | -62.2% |
| 5Y | -56.5% | +56.1% | -112.6% | -63.6% |
| 10Y | -0.5% | +186.3% | -186.8% | -30.8% |
| All | +10,678.2% | +16,574.2% | -5,896.0% | +4,065.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling