+1,175.6%
FISV vs BB
+314.8%
+860.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.0% |
| 7D | +1.4% | +1.8% | -0.4% | +1.2% |
| 30D | +38.4% | +8.1% | +30.3% | +36.6% |
| 3M | +14.9% | -1.0% | +15.9% | +14.1% |
| 6M | +21.8% | +45.9% | -24.1% | +14.0% |
| YTD | -5.0% | +134.8% | -139.9% | -16.3% |
| 1Y | -1.2% | +104.6% | -105.8% | -11.6% |
| 3Y | -47.5% | +152.8% | -200.4% | -56.0% |
| 5Y | -36.7% | -17.4% | -19.3% | -41.0% |
| 10Y | +26.9% | +22.4% | +4.5% | -0.8% |
| All | +1,175.6% | +314.8% | +860.8% | +549.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling