+2.0%
FISV vs BN
+265.2%
-263.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.4% | +5.0% | +5.2% |
| 7D | -2.7% | -5.2% | +2.5% | -0.1% |
| 30D | 0.0% | -14.5% | +14.5% | +8.1% |
| 3M | -2.8% | -15.0% | +12.2% | +5.1% |
| 6M | -11.8% | -5.4% | -6.4% | -10.0% |
| YTD | -23.2% | -16.4% | -6.8% | -17.0% |
| 1Y | -62.0% | -16.2% | -45.7% | -58.8% |
| 3Y | -57.6% | +67.5% | -125.1% | -68.9% |
| 5Y | -53.4% | +34.1% | -87.5% | -62.7% |
| All | +2.0% | +265.2% | -263.2% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling