+30,355.4%
AVGO vs CSCO
+615.8%
+29,739.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +2.3% |
| 7D | +6.1% | -2.8% | +8.8% | +8.3% |
| 30D | -2.7% | -12.6% | +10.0% | +6.3% |
| 3M | -16.9% | -16.0% | -0.9% | -7.5% |
| 6M | -19.1% | +2.8% | -22.0% | -21.6% |
| YTD | +0.3% | +33.2% | -32.9% | -18.3% |
| 1Y | -1.2% | +43.1% | -44.3% | -23.2% |
| 3Y | +272.4% | +106.7% | +165.7% | +130.1% |
| 5Y | +579.0% | +103.6% | +475.5% | +321.7% |
| 10Y | +2,584.7% | +330.5% | +2,254.2% | +972.0% |
| All | +30,355.4% | +615.8% | +29,739.6% | +8,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling