-62.0%
FISV vs BAX
-0.4%
-61.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.0% | +6.0% |
| 7D | -2.7% | -7.9% | +5.2% | +0.3% |
| 30D | 0.0% | -11.7% | +11.7% | +4.7% |
| 3M | -2.8% | +16.2% | -19.0% | -8.5% |
| 6M | -11.8% | +32.0% | -43.8% | -21.3% |
| YTD | -23.2% | +24.7% | -47.9% | -31.4% |
| 1Y | -62.0% | -2.6% | -59.4% | -61.7% |
| All | -62.0% | -0.4% | -61.6% | -61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling