-47.5%
FISV vs BP
+51.6%
-99.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.7% |
| 7D | +1.4% | +3.8% | -2.4% | +1.4% |
| 30D | +38.4% | -5.3% | +43.7% | +38.5% |
| 3M | +14.9% | +9.3% | +5.7% | +14.6% |
| 6M | +21.8% | +7.2% | +14.6% | +21.5% |
| YTD | -5.0% | +38.0% | -43.1% | -6.6% |
| 1Y | -1.2% | +33.2% | -34.4% | -2.5% |
| 3Y | -47.5% | +50.3% | -97.8% | -48.6% |
| All | -47.5% | +51.6% | -99.1% | -48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling