+335.7%
CSCO vs FIS
-55.0%
+390.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.1% | +7.4% | +2.9% |
| 7D | +6.6% | -3.5% | +10.1% | +7.5% |
| 30D | -11.3% | -19.4% | +8.1% | -7.8% |
| 3M | -17.3% | -31.6% | +14.2% | -10.2% |
| 6M | +3.5% | -32.5% | +36.1% | +12.0% |
| YTD | +34.9% | -56.0% | +90.8% | +66.9% |
| 1Y | +40.5% | -55.5% | +96.0% | +73.1% |
| 3Y | +109.3% | -41.3% | +150.6% | +127.4% |
| 5Y | +105.9% | -72.3% | +178.1% | +189.4% |
| All | +335.7% | -55.0% | +390.7% | +387.7% |
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