+335.7%
CSCO vs BA
+24.8%
+310.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +3.0% | +1.6% |
| 7D | +6.6% | -0.6% | +7.1% | +6.7% |
| 30D | -11.3% | -8.0% | -3.3% | -10.0% |
| 3M | -17.3% | -25.8% | +8.5% | -12.1% |
| 6M | +3.5% | -27.6% | +31.1% | +10.0% |
| YTD | +34.9% | -21.0% | +55.9% | +39.9% |
| 1Y | +40.5% | -12.3% | +52.7% | +42.0% |
| 3Y | +109.3% | -12.8% | +122.0% | +106.0% |
| 5Y | +105.9% | -22.4% | +128.2% | +102.2% |
| All | +335.7% | +24.8% | +310.9% | +285.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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