+792.5%
CSCO vs FIS
+229.2%
+563.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.1% |
| 7D | -10.2% | -25.5% | +15.3% | -1.6% |
| 30D | -20.1% | -15.1% | -5.0% | -17.1% |
| 3M | -22.4% | -32.1% | +9.8% | -12.8% |
| 6M | +2.8% | -36.1% | +38.9% | +16.5% |
| YTD | +23.6% | -55.4% | +79.0% | +60.4% |
| 1Y | +34.0% | -53.9% | +87.9% | +71.3% |
| 3Y | +89.3% | -39.8% | +129.0% | +110.7% |
| 5Y | +87.9% | -71.1% | +159.0% | +167.5% |
| 10Y | +314.9% | -53.8% | +368.7% | +363.7% |
| All | +792.5% | +229.2% | +563.3% | +267.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling