+262.1%
AVGO vs CSCO
+104.2%
+157.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +5.1% | +3.7% | +5.4% |
| 7D | -0.9% | -2.9% | +2.1% | +1.4% |
| 30D | -11.6% | -16.7% | +5.0% | -0.4% |
| 3M | -25.2% | -18.4% | -6.7% | -15.1% |
| 6M | -25.4% | +2.9% | -28.4% | -28.5% |
| YTD | -7.2% | +30.4% | -37.6% | -26.5% |
| 1Y | -7.9% | +41.4% | -49.3% | -31.8% |
| 3Y | +262.1% | +104.7% | +157.5% | +107.4% |
| All | +262.1% | +104.2% | +157.9% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling