+2,798.6%
AVGO vs CSCO
+334.9%
+2,463.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.2% | +4.3% | +4.7% |
| 7D | +25.0% | +6.6% | +18.4% | +19.7% |
| 30D | +2.0% | -11.3% | +13.3% | +11.3% |
| 3M | -12.3% | -17.3% | +5.1% | -0.2% |
| 6M | -12.8% | +3.5% | -16.3% | -16.4% |
| YTD | +5.9% | +34.9% | -29.0% | -17.2% |
| 1Y | +3.3% | +40.5% | -37.1% | -21.6% |
| 3Y | +293.1% | +109.3% | +183.8% | +123.7% |
| 5Y | +606.7% | +105.9% | +500.8% | +303.2% |
| All | +2,798.6% | +334.9% | +2,463.8% | +938.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling