+88.1%
CSCO vs FICO
+81.4%
+6.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -10.2% | -0.9% | -9.3% | -10.1% |
| 30D | -20.1% | +3.3% | -23.4% | -20.6% |
| 3M | -22.4% | -31.7% | +9.4% | -20.4% |
| 6M | +2.8% | -34.0% | +36.8% | +4.8% |
| YTD | +23.6% | -58.3% | +81.9% | +33.8% |
| 1Y | +34.0% | -57.9% | +92.0% | +44.6% |
| 3Y | +89.3% | -24.1% | +113.3% | +75.8% |
| All | +88.1% | +81.4% | +6.6% | +37.2% |
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