Patent ID: 7249079
Filing Date: 2007-07-24
Classification: G06Q

Abstract:
1. A computer system, comprising: a processor which performs an arithmetic performance attribution computation to determine portfolio performance, relative to a benchmark, over multiple time periods t, where t varies from 1 to T, by determining coefficients (A+α where R t is a portfolio return for period t, R t is a benchmark return for period t, R k is a portfolio return for period k, R k is a benchmark return for period k, k varies from 1 to T, R k =R t for k=t, R k = R t for k=t, R is determined by and R is determined by and determining the portfolio relative performance as where I it A is an issue selection for sector i and period t, S it A is a sector selection for sector i and period t, and i ranges from 1 to N; and a display device coupled to the processor for displaying a result of the arithmetic performance attribution computation.