+433.8%
FISV vs UMC
+292.9%
+140.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.3% | -5.1% |
| 7D | -6.4% | +13.6% | -20.0% | -8.9% |
| 30D | -6.8% | +20.8% | -27.6% | -10.6% |
| 3M | -10.0% | +16.1% | -26.1% | -15.1% |
| 6M | -20.6% | +137.3% | -157.9% | -36.7% |
| YTD | -27.6% | +193.8% | -221.3% | -45.6% |
| 1Y | -64.3% | +236.1% | -300.4% | -73.9% |
| 3Y | -60.0% | +267.1% | -327.1% | -71.9% |
| 5Y | -57.7% | +145.3% | -203.0% | -68.3% |
| 10Y | -3.0% | +1,857.3% | -1,860.3% | -58.2% |
| All | +433.8% | +292.9% | +140.9% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling