+520.6%
CIEN vs FISV
-57.7%
+578.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +5.4% | -7.2% | +12.6% | +5.9% |
| 30D | -13.7% | -7.2% | -6.5% | -13.3% |
| 3M | -23.0% | -8.2% | -14.9% | -22.8% |
| 6M | -0.8% | -17.7% | +16.9% | +0.5% |
| YTD | +43.1% | -27.2% | +70.2% | +47.1% |
| 1Y | +157.6% | -63.0% | +220.6% | +194.0% |
| 3Y | +593.8% | -59.8% | +653.6% | +619.5% |
| 5Y | +520.6% | -55.8% | +576.4% | +474.8% |
| All | +520.6% | -57.7% | +578.3% | +474.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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