+2,856.4%
AVGO vs CSCO
+372.9%
+2,483.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -13.7% | -10.7% | -3.0% | -7.1% |
| 3M | -6.9% | -8.7% | +1.8% | -1.6% |
| 6M | +5.8% | +44.9% | -39.1% | -20.5% |
| YTD | +5.7% | +44.1% | -38.5% | -21.1% |
| 1Y | +9.0% | +65.9% | -56.8% | -26.9% |
| 3Y | +340.5% | +109.0% | +231.5% | +151.1% |
| 5Y | +711.1% | +114.8% | +596.3% | +348.0% |
| 10Y | +2,856.4% | +377.3% | +2,479.1% | +871.4% |
| All | +2,856.4% | +372.9% | +2,483.5% | +871.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CSCO 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling