-61.1%
FISV vs BAH
-28.2%
-32.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -0.3% | -3.2% | +2.9% | +0.9% |
| 30D | -2.1% | +2.0% | -4.1% | -3.0% |
| 3M | -5.7% | -7.6% | +1.9% | -3.3% |
| 6M | -15.3% | -5.7% | -9.7% | -14.2% |
| YTD | -21.1% | -11.7% | -9.4% | -20.1% |
| 1Y | -61.1% | -27.4% | -33.7% | -59.3% |
| All | -61.1% | -28.2% | -32.8% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling