+304.8%
CSCO vs BA
+33.2%
+271.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -10.2% | +1.1% | -11.3% | -10.4% |
| 30D | -20.1% | -7.9% | -12.1% | -18.8% |
| 3M | -22.4% | -25.3% | +3.0% | -17.6% |
| 6M | +2.8% | -24.6% | +27.4% | +8.3% |
| YTD | +23.6% | -20.1% | +43.7% | +27.9% |
| 1Y | +34.0% | -11.8% | +45.8% | +35.3% |
| 3Y | +89.3% | -10.1% | +99.4% | +85.1% |
| 5Y | +87.9% | -22.7% | +110.6% | +84.8% |
| All | +304.8% | +33.2% | +271.7% | +255.2% |
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