+363.4%
FISV vs BAH
+1,076.0%
-712.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +1.4% | +1.7% | -0.3% | +0.9% |
| 30D | +38.4% | +20.8% | +17.7% | +30.5% |
| 3M | +14.9% | +11.6% | +3.4% | +10.7% |
| 6M | +21.8% | +23.1% | -1.3% | +13.6% |
| YTD | -5.0% | +5.3% | -10.3% | -8.0% |
| 1Y | -1.2% | +6.1% | -7.3% | -4.7% |
| 3Y | -47.5% | -27.5% | -20.0% | -45.8% |
| 5Y | -36.7% | +6.2% | -42.9% | -43.8% |
| 10Y | +26.9% | +202.2% | -175.4% | -18.4% |
| All | +363.4% | +1,076.0% | -712.6% | +100.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling