+193,139.0%
CSCO vs FICO
+105,568.7%
+87,570.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.9% | -8.5% | -7.8% |
| 7D | -11.9% | -0.3% | -11.6% | -11.9% |
| 30D | -18.8% | +1.7% | -20.6% | -19.7% |
| 3M | -21.2% | -35.2% | +14.0% | -16.9% |
| 6M | +1.9% | -33.7% | +35.5% | +5.9% |
| YTD | +26.1% | -58.2% | +84.2% | +41.1% |
| 1Y | +34.7% | -56.6% | +91.3% | +49.4% |
| 3Y | +94.0% | -24.0% | +118.0% | +87.4% |
| 5Y | +91.6% | +86.1% | +5.5% | +51.7% |
| 10Y | +323.2% | +522.8% | -199.6% | +163.3% |
| All | +193,139.0% | +105,568.7% | +87,570.3% | +82,771.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling