The embodiment of the invention provides a data processing method, which comprises: through a plurality of preset penetration decomposition formulas, a transaction penetration rule and a plurality of analysis factors, performing penetration analysis on the plurality of analysis factors to obtain a plurality of intermediate data, constructing a fund virtual transaction as a first adjustment item, and constructing a cash virtual transaction as a second adjustment item; and according to the plurality of intermediate data, the first adjustment item and the second adjustment item, generating penetration data of the portfolio data, and performing visualization processing, the penetration data being used for representing income affiliation portfolio data of the portfolio data. According to the method, investment portfolio data is analyzed from multiple aspects of analysis factors such as share ratio data, multiple penetration decomposition modes, virtual transactions and cash flow data, so that the accuracy of data processing is ensured, the calculation amount of data is simplified, the processing efficiency of data is improved, and the operation burden of a CPU is reduced.