+89.3%
CSCO vs FFIV
+102.2%
-12.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -10.2% | -8.1% | -2.1% | -7.2% |
| 30D | -20.1% | -33.4% | +13.3% | -8.2% |
| 3M | -22.4% | -24.7% | +2.4% | -15.2% |
| 6M | +2.8% | -8.8% | +11.6% | +4.5% |
| YTD | +23.6% | +21.8% | +1.8% | +13.0% |
| 1Y | +34.0% | +25.3% | +8.7% | +21.2% |
| 3Y | +89.3% | +101.2% | -11.9% | +23.4% |
| All | +89.3% | +102.2% | -12.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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