-47.5%
FISV vs BB
+147.9%
-195.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.8% |
| 7D | +1.4% | +1.8% | -0.4% | +1.3% |
| 30D | +38.4% | +8.1% | +30.3% | +37.5% |
| 3M | +14.9% | -1.0% | +15.9% | +14.5% |
| 6M | +21.8% | +45.9% | -24.1% | +16.8% |
| YTD | -5.0% | +134.8% | -139.9% | -12.5% |
| 1Y | -1.2% | +104.6% | -105.8% | -8.3% |
| 3Y | -47.5% | +152.8% | -200.4% | -52.0% |
| All | -47.5% | +147.9% | -195.4% | -52.0% |
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