+45.9%
CSCO vs FISV
-4.0%
+49.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.8% |
| 7D | -6.1% | +29.6% | -35.7% | -5.1% |
| 30D | -8.2% | +34.5% | -42.6% | -7.3% |
| 3M | -14.6% | +11.2% | -25.8% | -13.3% |
| 6M | +12.7% | -1.2% | +13.9% | +16.7% |
| YTD | +37.0% | -7.6% | +44.6% | +41.9% |
| 1Y | +45.9% | -3.7% | +49.6% | +49.4% |
| All | +45.9% | -4.0% | +49.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling