+10,678.2%
FISV vs BP
+1,362.4%
+9,315.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.4% | -6.5% | -4.8% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -3.0% | +9.1% | -12.1% | -5.9% |
| 3M | -3.5% | +3.9% | -7.4% | -5.3% |
| 6M | -19.4% | +13.6% | -33.0% | -23.6% |
| YTD | -24.3% | +34.0% | -58.3% | -32.4% |
| 1Y | -62.4% | +39.2% | -101.6% | -67.1% |
| 3Y | -58.2% | +36.4% | -94.6% | -64.0% |
| 5Y | -56.5% | +135.8% | -192.3% | -69.8% |
| 10Y | -0.5% | +125.0% | -125.6% | -34.4% |
| All | +10,678.2% | +1,362.4% | +9,315.8% | +4,527.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling