-3.3%
FISV vs BAH
+207.1%
-210.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | -1.0% |
| 7D | -7.2% | +2.4% | -9.6% | -8.0% |
| 30D | -7.2% | -2.9% | -4.2% | -6.4% |
| 3M | -8.2% | -1.3% | -6.8% | -8.2% |
| 6M | -17.7% | -0.9% | -16.8% | -18.0% |
| YTD | -27.2% | -8.2% | -18.9% | -26.2% |
| 1Y | -63.0% | -24.0% | -39.0% | -60.2% |
| 3Y | -59.8% | -28.1% | -31.7% | -59.2% |
| 5Y | -55.8% | +2.5% | -58.3% | -62.5% |
| All | -3.3% | +207.1% | -210.3% | -40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling