+113.3%
CSCO vs FIS
-62.1%
+175.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -0.7% | +1.1% | -1.7% | -0.8% |
| 30D | -10.1% | -2.2% | -7.9% | -9.9% |
| 3M | -15.7% | +2.1% | -17.8% | -16.4% |
| 6M | +36.3% | -14.7% | +50.9% | +39.2% |
| YTD | +43.8% | -35.7% | +79.5% | +55.3% |
| 1Y | +63.9% | -37.1% | +101.0% | +77.5% |
| 3Y | +104.4% | -20.0% | +124.4% | +109.0% |
| All | +113.3% | -62.1% | +175.4% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling