+16.3%
BABA vs FISV
+92.3%
-76.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +2.4% | +8.4% | -6.1% | 0.0% |
| 30D | -7.8% | +38.8% | -46.5% | -16.4% |
| 3M | -22.4% | +21.3% | -43.6% | -27.2% |
| 6M | -26.0% | +14.1% | -40.1% | -30.1% |
| YTD | -29.3% | -5.7% | -23.5% | -29.6% |
| 1Y | -37.5% | -0.8% | -36.8% | -38.9% |
| 3Y | +31.9% | -47.9% | +79.8% | +39.9% |
| 5Y | -33.4% | -36.8% | +3.4% | -36.1% |
| 10Y | +15.7% | +26.9% | -11.2% | -31.6% |
| All | +16.3% | +92.3% | -76.0% | -45.8% |
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