+89.3%
CSCO vs FIS
-39.8%
+129.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.9% |
| 7D | -10.2% | -25.5% | +15.3% | -9.4% |
| 30D | -20.1% | -15.1% | -5.0% | -20.1% |
| 3M | -22.4% | -32.1% | +9.8% | -20.9% |
| 6M | +2.8% | -36.1% | +38.9% | +5.3% |
| YTD | +23.6% | -55.4% | +79.0% | +36.4% |
| 1Y | +34.0% | -53.9% | +87.9% | +46.5% |
| 3Y | +89.3% | -39.8% | +129.0% | +77.0% |
| All | +89.3% | -39.8% | +129.1% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling