+113.3%
CSCO vs FFIV
+91.3%
+22.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | -1.0% | +0.3% | -0.3% |
| 30D | -10.1% | -5.1% | -5.1% | -8.1% |
| 3M | -15.7% | -4.5% | -11.2% | -14.1% |
| 6M | +36.3% | +36.5% | -0.2% | +18.5% |
| YTD | +43.8% | +53.0% | -9.1% | +18.9% |
| 1Y | +63.9% | +24.2% | +39.7% | +46.9% |
| 3Y | +104.4% | +137.2% | -32.9% | +31.9% |
| All | +113.3% | +91.3% | +22.0% | +46.5% |
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