-30.1%
BABA vs FISV
-36.4%
+6.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -3.9% |
| 7D | +3.8% | +22.3% | -18.5% | -0.4% |
| 30D | -5.4% | +39.2% | -44.6% | -11.6% |
| 3M | -17.9% | +21.2% | -39.1% | -21.4% |
| 6M | -24.1% | +14.5% | -38.6% | -26.9% |
| YTD | -27.4% | -5.4% | -22.0% | -27.3% |
| 1Y | -36.1% | -0.3% | -35.8% | -36.9% |
| 3Y | +35.4% | -46.8% | +82.1% | +25.3% |
| 5Y | -30.1% | -36.2% | +6.1% | -48.0% |
| All | -30.1% | -36.4% | +6.3% | -48.0% |
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