-56.5%
FISV vs RY
+140.3%
-196.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.6% |
| 7D | -1.6% | +2.7% | -4.3% | -3.1% |
| 30D | -3.0% | -1.0% | -2.0% | -2.5% |
| 3M | -3.5% | +7.6% | -11.2% | -8.1% |
| 6M | -19.4% | +29.5% | -48.9% | -31.5% |
| YTD | -24.3% | +24.2% | -48.5% | -34.1% |
| 1Y | -62.4% | +46.4% | -108.8% | -70.2% |
| 3Y | -58.2% | +159.4% | -217.6% | -77.1% |
| 5Y | -56.5% | +141.8% | -198.4% | -75.2% |
| All | -56.5% | +140.3% | -196.8% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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