+377.3%
CSCO vs FIS
-41.9%
+419.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.7% | +1.3% |
| 7D | 0.0% | -9.1% | +9.0% | +2.8% |
| 30D | -10.7% | -10.4% | -0.3% | -8.1% |
| 3M | -8.7% | -3.7% | -5.1% | -8.8% |
| 6M | +44.9% | -24.8% | +69.7% | +55.9% |
| YTD | +44.1% | -41.6% | +85.7% | +68.3% |
| 1Y | +65.9% | -42.7% | +108.6% | +94.4% |
| 3Y | +109.0% | -26.2% | +135.2% | +118.3% |
| 5Y | +114.8% | -66.1% | +180.9% | +195.8% |
| 10Y | +377.3% | -40.9% | +418.2% | +404.2% |
| All | +377.3% | -41.9% | +419.3% | +404.2% |
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