+23.9%
BMY vs FISV
-57.7%
+81.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -6.4% | -7.2% | +0.8% | -5.7% |
| 30D | +0.2% | -7.2% | +7.4% | +0.9% |
| 3M | +16.0% | -8.2% | +24.1% | +16.7% |
| 6M | +8.3% | -17.7% | +26.0% | +10.0% |
| YTD | +22.2% | -27.2% | +49.3% | +25.2% |
| 1Y | +41.7% | -63.0% | +104.7% | +52.6% |
| 3Y | +20.7% | -59.8% | +80.5% | +23.2% |
| 5Y | +23.9% | -55.8% | +79.7% | +24.2% |
| All | +23.9% | -57.7% | +81.6% | +24.2% |
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