-53.1%
FISV vs BP
+138.6%
-191.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -2.7% | +5.2% | -7.9% | -3.5% |
| 30D | 0.0% | +8.7% | -8.7% | -1.4% |
| 3M | -2.8% | +9.3% | -12.1% | -4.4% |
| 6M | -11.8% | +13.6% | -25.4% | -14.1% |
| YTD | -23.2% | +37.7% | -60.9% | -28.2% |
| 1Y | -62.0% | +40.6% | -102.6% | -64.8% |
| 3Y | -57.6% | +40.3% | -98.0% | -61.2% |
| All | -53.1% | +138.6% | -191.7% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling