+2.0%
FISV vs BNY
+416.3%
-414.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | -1.3% | -1.4% | -2.0% |
| 30D | 0.0% | -0.2% | +0.2% | +0.1% |
| 3M | -2.8% | +14.9% | -17.7% | -9.5% |
| 6M | -11.8% | +40.0% | -51.8% | -25.5% |
| YTD | -23.2% | +42.0% | -65.2% | -35.7% |
| 1Y | -62.0% | +56.9% | -118.8% | -69.6% |
| 3Y | -57.6% | +289.9% | -347.5% | -78.4% |
| 5Y | -53.4% | +259.2% | -312.6% | -75.9% |
| All | +2.0% | +416.3% | -414.3% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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