-57.6%
FISV vs BBY
+42.8%
-100.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.8% |
| 7D | -2.7% | +0.6% | -3.3% | -2.8% |
| 30D | 0.0% | +9.4% | -9.4% | -1.6% |
| 3M | -2.8% | +19.3% | -22.1% | -6.0% |
| 6M | -11.8% | +47.9% | -59.7% | -18.4% |
| YTD | -23.2% | +39.6% | -62.8% | -28.2% |
| 1Y | -62.0% | +22.2% | -84.2% | -63.7% |
| 3Y | -57.6% | +45.0% | -102.6% | -61.3% |
| All | -57.6% | +42.8% | -100.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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