+917.2%
FISV vs BB
+266.8%
+650.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -3.0% | -12.4% | +9.4% | -1.6% |
| 3M | -3.5% | -15.3% | +11.8% | -2.7% |
| 6M | -19.4% | +128.8% | -148.2% | -28.3% |
| YTD | -24.3% | +107.7% | -131.9% | -31.8% |
| 1Y | -62.4% | +103.9% | -166.3% | -66.2% |
| 3Y | -58.2% | +72.6% | -130.8% | -63.2% |
| 5Y | -56.5% | -24.3% | -32.3% | -58.9% |
| 10Y | -0.5% | +3.1% | -3.7% | -20.2% |
| All | +917.2% | +266.8% | +650.4% | +429.2% |
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