+11,024.8%
JPM vs FISV
+10,554.3%
+470.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.1% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -1.1% | -3.0% | +1.8% | -0.3% |
| 3M | +14.1% | -3.5% | +17.7% | +14.4% |
| 6M | +23.3% | -19.4% | +42.7% | +31.4% |
| YTD | +11.3% | -24.3% | +35.6% | +20.8% |
| 1Y | +23.0% | -62.4% | +85.4% | +63.2% |
| 3Y | +162.6% | -58.2% | +220.7% | +221.8% |
| 5Y | +152.8% | -56.5% | +209.3% | +199.3% |
| 10Y | +583.6% | -0.5% | +584.2% | +477.8% |
| All | +11,024.8% | +10,554.3% | +470.5% | +2,840.3% |
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