+285.1%
FISV vs BAH
+886.2%
-601.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | -0.3% | -3.2% | +2.9% | +0.6% |
| 30D | -2.1% | +2.0% | -4.1% | -2.8% |
| 3M | -5.7% | -7.6% | +1.9% | -3.8% |
| 6M | -15.3% | -5.7% | -9.7% | -14.3% |
| YTD | -21.1% | -11.7% | -9.4% | -19.1% |
| 1Y | -61.1% | -27.4% | -33.7% | -57.7% |
| 3Y | -56.8% | -32.5% | -24.3% | -54.6% |
| 5Y | -54.2% | -3.3% | -50.8% | -58.2% |
| 10Y | +1.6% | +186.0% | -184.4% | -33.1% |
| All | +285.1% | +886.2% | -601.1% | +76.3% |
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 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