+907.8%
BX vs FISV
+255.7%
+652.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.4% | -2.9% | -1.1% |
| 7D | -5.6% | -2.7% | -2.9% | -4.0% |
| 30D | -12.2% | 0.0% | -12.3% | -12.5% |
| 3M | +7.4% | -2.8% | +10.2% | +7.3% |
| 6M | +22.2% | -11.8% | +34.0% | +29.3% |
| YTD | -14.0% | -23.2% | +9.2% | -0.6% |
| 1Y | -27.3% | -62.0% | +34.7% | +19.6% |
| 3Y | +24.5% | -57.6% | +82.2% | +67.9% |
| 5Y | +18.9% | -53.4% | +72.3% | +44.9% |
| 10Y | +665.4% | +2.9% | +662.5% | +293.9% |
| All | +907.8% | +255.7% | +652.1% | +19.7% |
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