-60.0%
FISV vs BAH
-31.4%
-28.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.4% |
| 7D | -6.4% | -1.3% | -5.1% | -6.2% |
| 30D | -6.8% | -6.6% | -0.2% | -5.7% |
| 3M | -10.0% | -7.2% | -2.8% | -9.2% |
| 6M | -20.6% | -10.0% | -10.6% | -19.7% |
| YTD | -27.6% | -12.5% | -15.1% | -26.5% |
| 1Y | -64.3% | -27.9% | -36.4% | -63.6% |
| All | -60.0% | -31.4% | -28.6% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling