+88.1%
CSCO vs FFIV
+39.5%
+48.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -10.2% | -8.1% | -2.1% | -6.8% |
| 30D | -20.1% | -33.4% | +13.3% | -6.3% |
| 3M | -22.4% | -24.7% | +2.4% | -14.0% |
| 6M | +2.8% | -8.8% | +11.6% | +4.6% |
| YTD | +23.6% | +21.8% | +1.8% | +10.4% |
| 1Y | +34.0% | +25.3% | +8.7% | +18.0% |
| 3Y | +89.3% | +101.2% | -11.9% | +27.3% |
| All | +88.1% | +39.5% | +48.6% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling