+938.5%
CSCO vs FIS
+374.5%
+564.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | -0.7% | +1.1% | -1.7% | -1.1% |
| 30D | -10.1% | -2.2% | -7.9% | -9.7% |
| 3M | -15.7% | +2.1% | -17.8% | -17.5% |
| 6M | +36.3% | -14.7% | +50.9% | +41.8% |
| YTD | +43.8% | -35.7% | +79.5% | +66.8% |
| 1Y | +63.9% | -37.1% | +101.0% | +91.1% |
| 3Y | +104.4% | -20.0% | +124.4% | +110.0% |
| 5Y | +111.4% | -62.1% | +173.5% | +179.5% |
| 10Y | +361.7% | -37.4% | +399.1% | +373.4% |
| All | +938.5% | +374.5% | +564.0% | +282.2% |
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 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