-21.0%
BSX vs FISV
-59.8%
+38.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -8.2% | -7.2% | -1.0% | -7.4% |
| 30D | -15.8% | -7.2% | -8.6% | -15.2% |
| 3M | -10.8% | -8.2% | -2.7% | -10.2% |
| 6M | -38.4% | -17.7% | -20.7% | -37.4% |
| YTD | -54.8% | -27.2% | -27.6% | -53.6% |
| 1Y | -59.0% | -63.0% | +3.9% | -55.9% |
| All | -21.0% | -59.8% | +38.8% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling