+18.4%
BX vs FISV
-53.5%
+71.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | +0.4% |
| 7D | -5.6% | -2.7% | -2.9% | -4.7% |
| 30D | -12.2% | 0.0% | -12.3% | -12.3% |
| 3M | +7.4% | -2.8% | +10.2% | +7.6% |
| 6M | +22.2% | -11.8% | +34.0% | +26.7% |
| YTD | -14.0% | -23.2% | +9.2% | -6.2% |
| 1Y | -27.3% | -62.0% | +34.7% | -2.2% |
| 3Y | +24.5% | -57.6% | +82.2% | +33.1% |
| All | +18.4% | -53.5% | +71.9% | +9.6% |
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