+28.2%
BABA vs FISV
+60.9%
-32.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 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% | -8.5% |
| 6M | -14.2% | -15.3% | +1.1% | -11.2% |
| YTD | -22.0% | -21.1% | -0.9% | -17.8% |
| 1Y | -12.7% | -61.1% | +48.4% | +10.1% |
| 3Y | +26.7% | -56.8% | +83.5% | +42.8% |
| 5Y | -29.3% | -54.2% | +24.8% | -24.1% |
| 10Y | +21.2% | +1.6% | +19.7% | -22.0% |
| All | +28.2% | +60.9% | -32.8% | -36.8% |
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