+308.5%
CSCO vs FISV
+26.5%
+282.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.7% | -10.0% | -7.2% |
| 7D | +1.9% | +1.4% | +0.5% | +1.4% |
| 30D | -15.8% | +38.4% | -54.3% | -23.1% |
| 3M | -15.4% | +14.9% | -30.3% | -18.9% |
| 6M | -5.4% | +21.8% | -27.2% | -11.8% |
| YTD | +26.5% | -5.0% | +31.5% | +25.8% |
| 1Y | +25.9% | -1.2% | +27.0% | +23.5% |
| 3Y | +97.5% | -47.5% | +145.1% | +106.9% |
| 5Y | +93.0% | -36.7% | +129.8% | +80.5% |
| All | +308.5% | +26.5% | +282.0% | +176.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling