+359.9%
CSCO vs FISV
-2.2%
+362.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -1.1% | -7.2% | +6.1% | +0.9% |
| 30D | -10.8% | -7.2% | -3.6% | -9.4% |
| 3M | -9.2% | -8.2% | -1.1% | -8.2% |
| 6M | +39.5% | -17.7% | +57.2% | +44.9% |
| YTD | +41.5% | -27.2% | +68.7% | +51.8% |
| 1Y | +61.0% | -63.0% | +123.9% | +102.3% |
| 3Y | +105.2% | -59.8% | +165.0% | +131.7% |
| 5Y | +113.4% | -55.8% | +169.2% | +124.1% |
| All | +359.9% | -2.2% | +362.0% | +214.5% |
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