+718.9%
AVGO vs CSCO
+114.4%
+604.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | -0.5% | +0.2% | +0.1% |
| 30D | -13.8% | -10.1% | -3.7% | -7.7% |
| 3M | -6.9% | -11.7% | +4.8% | +0.8% |
| 6M | +11.9% | +40.1% | -28.2% | -15.2% |
| YTD | +6.9% | +43.8% | -36.9% | -21.6% |
| 1Y | +7.4% | +66.6% | -59.2% | -30.5% |
| 3Y | +345.6% | +108.5% | +237.1% | +143.5% |
| 5Y | +718.9% | +114.0% | +604.9% | +332.5% |
| All | +718.9% | +114.4% | +604.5% | +332.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling