-31.3%
BABA vs FISV
-54.1%
+22.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -4.8% | -0.3% | -4.4% | -4.7% |
| 30D | -11.9% | -2.1% | -9.8% | -11.7% |
| 3M | -9.3% | -5.7% | -3.5% | -8.6% |
| 6M | -14.2% | -15.3% | +1.1% | -11.9% |
| YTD | -22.0% | -21.1% | -0.9% | -18.8% |
| 1Y | -12.7% | -61.1% | +48.4% | +5.5% |
| 3Y | +26.7% | -56.8% | +83.5% | +27.1% |
| All | -31.3% | -54.1% | +22.8% | -41.1% |
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