+13,503.3%
GOOGL vs FISV
+496.6%
+13,006.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.6% |
| 7D | +1.1% | -1.6% | +2.6% | +1.7% |
| 30D | -4.4% | -3.0% | -1.5% | -3.5% |
| 3M | -6.8% | -3.5% | -3.3% | -6.5% |
| 6M | +13.6% | -19.4% | +33.0% | +21.9% |
| YTD | +8.3% | -24.3% | +32.6% | +18.3% |
| 1Y | +44.9% | -62.4% | +107.3% | +97.6% |
| 3Y | +150.5% | -58.2% | +208.6% | +198.3% |
| 5Y | +137.7% | -56.5% | +194.2% | +169.4% |
| 10Y | +750.9% | -0.5% | +751.5% | +474.9% |
| All | +13,503.3% | +496.6% | +13,006.7% | +3,613.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling