-59.8%
FISV vs BAX
-34.3%
-25.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.8% |
| 7D | -7.2% | -5.4% | -1.8% | -5.9% |
| 30D | -7.2% | -12.4% | +5.2% | -4.2% |
| 3M | -8.2% | +19.1% | -27.3% | -12.0% |
| 6M | -17.7% | +38.6% | -56.3% | -24.1% |
| YTD | -27.2% | +26.7% | -53.9% | -31.5% |
| 1Y | -63.0% | +1.0% | -64.0% | -63.7% |
| All | -59.8% | -34.3% | -25.5% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling