-60.0%
FISV vs BB
+66.7%
-126.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -4.3% |
| 7D | -6.4% | +1.8% | -8.2% | -6.5% |
| 30D | -6.8% | -12.2% | +5.4% | -6.1% |
| 3M | -10.0% | -12.3% | +2.4% | -9.9% |
| 6M | -20.6% | +122.7% | -143.3% | -26.6% |
| YTD | -27.6% | +104.5% | -132.1% | -32.6% |
| 1Y | -64.3% | +106.7% | -171.0% | -66.9% |
| All | -60.0% | +66.7% | -126.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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