+91.6%
CSCO vs FICO
+84.1%
+7.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.5% | -7.7% |
| 7D | -11.9% | -0.3% | -11.6% | -11.9% |
| 30D | -18.8% | +1.7% | -20.6% | -19.3% |
| 3M | -21.2% | -35.2% | +14.0% | -18.7% |
| 6M | +1.9% | -33.7% | +35.5% | +3.8% |
| YTD | +26.1% | -58.2% | +84.2% | +36.4% |
| 1Y | +34.7% | -56.6% | +91.3% | +44.6% |
| 3Y | +94.0% | -24.0% | +118.0% | +80.4% |
| 5Y | +91.6% | +86.1% | +5.5% | +38.9% |
| All | +91.6% | +84.1% | +7.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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