+114.8%
CSCO vs FISV
-58.4%
+173.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +0.8% |
| 7D | 0.0% | -6.4% | +6.4% | +0.8% |
| 30D | -10.7% | -6.8% | -3.9% | -10.1% |
| 3M | -8.7% | -10.0% | +1.2% | -7.9% |
| 6M | +44.9% | -20.6% | +65.5% | +48.7% |
| YTD | +44.1% | -27.6% | +71.7% | +49.9% |
| 1Y | +65.9% | -64.3% | +130.2% | +89.8% |
| 3Y | +109.0% | -60.0% | +169.0% | +117.6% |
| 5Y | +114.8% | -57.7% | +172.5% | +112.1% |
| All | +114.8% | -58.4% | +173.2% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling