-3.7%
FISV vs OMC
+24.5%
-28.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +4.0% |
| 7D | +29.6% | +12.5% | +17.1% | +23.3% |
| 30D | +34.5% | +16.3% | +18.2% | +26.4% |
| 3M | +11.2% | +8.1% | +3.2% | +7.6% |
| 6M | -1.2% | +17.2% | -18.4% | -7.2% |
| YTD | -7.6% | +11.8% | -19.4% | -11.1% |
| 1Y | -3.7% | +23.9% | -27.7% | -8.8% |
| All | -3.7% | +24.5% | -28.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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