+142.4%
GILD vs FISV
-53.5%
+195.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.3% |
| 7D | -4.8% | -2.7% | -2.1% | -4.6% |
| 30D | +5.8% | 0.0% | +5.7% | +5.7% |
| 3M | +14.9% | -2.8% | +17.7% | +15.0% |
| 6M | -0.4% | -11.8% | +11.5% | +0.5% |
| YTD | +18.5% | -23.2% | +41.7% | +21.0% |
| 1Y | +25.1% | -62.0% | +87.1% | +35.9% |
| 3Y | +105.9% | -57.6% | +163.5% | +106.9% |
| All | +142.4% | -53.5% | +195.9% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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