+27.4%
FISV vs BP
+143.9%
-116.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.5% |
| 7D | +1.4% | +3.8% | -2.4% | +0.4% |
| 30D | +38.4% | -5.3% | +43.7% | +40.1% |
| 3M | +14.9% | +9.3% | +5.7% | +11.4% |
| 6M | +21.8% | +7.2% | +14.6% | +18.2% |
| YTD | -5.0% | +38.0% | -43.1% | -15.4% |
| 1Y | -1.2% | +33.2% | -34.4% | -11.0% |
| 3Y | -47.5% | +50.3% | -97.8% | -55.7% |
| 5Y | -36.7% | +114.1% | -150.8% | -54.2% |
| All | +27.4% | +143.9% | -116.5% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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