+10,678.2%
FISV vs BAX
+862.9%
+9,815.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.3% | -2.9% |
| 7D | -1.6% | -2.4% | +0.9% | -0.8% |
| 30D | -3.0% | -9.7% | +6.8% | +0.2% |
| 3M | -3.5% | +29.3% | -32.8% | -11.2% |
| 6M | -19.4% | +40.7% | -60.1% | -28.1% |
| YTD | -24.3% | +30.3% | -54.6% | -31.2% |
| 1Y | -62.4% | +3.4% | -65.8% | -63.3% |
| 3Y | -58.2% | -32.0% | -26.2% | -55.4% |
| 5Y | -56.5% | -66.9% | +10.3% | -42.8% |
| 10Y | -0.5% | -37.1% | +36.5% | +6.9% |
| All | +10,678.2% | +862.9% | +9,815.3% | +5,782.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling