+11,131.7%
FISV vs BAX
+900.4%
+10,231.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | -2.1% | -5.5% | +3.4% | -0.4% |
| 3M | -5.7% | +33.5% | -39.3% | -14.1% |
| 6M | -15.3% | +35.9% | -51.2% | -23.7% |
| YTD | -21.1% | +35.4% | -56.4% | -29.2% |
| 1Y | -61.1% | +9.8% | -70.8% | -62.7% |
| 3Y | -56.8% | -32.7% | -24.1% | -53.8% |
| 5Y | -54.2% | -65.6% | +11.4% | -40.5% |
| 10Y | +1.6% | -34.9% | +36.5% | +8.0% |
| All | +11,131.7% | +900.4% | +10,231.3% | +5,957.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling