-53.1%
FISV vs OMC
+30.5%
-83.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.0% | +5.6% |
| 7D | -2.7% | -4.4% | +1.7% | -1.0% |
| 30D | 0.0% | -7.6% | +7.6% | +3.0% |
| 3M | -2.8% | +4.5% | -7.3% | -4.4% |
| 6M | -11.8% | -0.3% | -11.6% | -11.9% |
| YTD | -23.2% | -0.1% | -23.1% | -23.6% |
| 1Y | -62.0% | +4.6% | -66.6% | -62.7% |
| 3Y | -57.6% | +10.5% | -68.1% | -60.7% |
| All | -53.1% | +30.5% | -83.6% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling