+2.0%
FISV vs UMC
+1,863.6%
-1,861.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.1% | +5.1% |
| 7D | -2.7% | +9.0% | -11.7% | -3.8% |
| 30D | 0.0% | +17.2% | -17.2% | -2.1% |
| 3M | -2.8% | +11.4% | -14.2% | -6.0% |
| 6M | -11.8% | +137.5% | -149.3% | -25.9% |
| YTD | -23.2% | +193.1% | -216.3% | -38.5% |
| 1Y | -62.0% | +240.3% | -302.3% | -70.3% |
| 3Y | -57.6% | +262.2% | -319.8% | -67.8% |
| 5Y | -53.4% | +143.1% | -196.5% | -63.1% |
| All | +2.0% | +1,863.6% | -1,861.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling