+359.9%
CSCO vs FERG
+348.1%
+11.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -1.1% | -1.0% | -0.1% | -0.9% |
| 30D | -10.8% | -11.8% | +1.0% | -9.3% |
| 3M | -9.2% | -1.2% | -8.0% | -9.1% |
| 6M | +39.5% | -2.3% | +41.9% | +39.6% |
| YTD | +41.5% | +0.8% | +40.7% | +40.9% |
| 1Y | +61.0% | +0.5% | +60.5% | +59.9% |
| 3Y | +105.2% | +51.4% | +53.8% | +91.7% |
| 5Y | +113.4% | +67.5% | +45.9% | +94.7% |
| All | +359.9% | +348.1% | +11.7% | +297.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FERG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling