+321.5%
CSCO vs FIS
-54.6%
+376.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.5% |
| 7D | -2.9% | -29.4% | +26.5% | +5.5% |
| 30D | -16.7% | -16.7% | +0.1% | -14.1% |
| 3M | -18.4% | -33.0% | +14.5% | -10.7% |
| 6M | +2.9% | -33.3% | +36.3% | +11.9% |
| YTD | +30.4% | -56.0% | +86.4% | +61.6% |
| 1Y | +41.4% | -54.6% | +96.0% | +73.0% |
| 3Y | +104.7% | -40.6% | +145.3% | +121.7% |
| 5Y | +96.9% | -71.9% | +168.9% | +175.3% |
| 10Y | +321.5% | -55.3% | +376.8% | +373.3% |
| All | +321.5% | -54.6% | +376.1% | +373.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling