+91.5%
CSCO vs FISV
-36.7%
+128.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.7% | -10.0% | -6.7% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -15.8% | +38.4% | -54.3% | -19.3% |
| 3M | -15.4% | +14.9% | -30.3% | -16.9% |
| 6M | -5.4% | +21.8% | -27.2% | -8.3% |
| YTD | +26.5% | -5.0% | +31.5% | +27.0% |
| 1Y | +25.9% | -1.2% | +27.0% | +25.5% |
| 3Y | +97.5% | -47.5% | +145.1% | +96.2% |
| All | +91.5% | -36.7% | +128.2% | +74.3% |
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