+321.5%
CSCO vs BA
+31.3%
+290.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.5% |
| 30D | -16.7% | -9.5% | -7.2% | -15.1% |
| 3M | -18.4% | -26.5% | +8.0% | -13.2% |
| 6M | +2.9% | -27.4% | +30.3% | +9.3% |
| YTD | +30.4% | -20.6% | +51.0% | +35.1% |
| 1Y | +41.4% | -11.4% | +52.8% | +42.6% |
| 3Y | +104.7% | -10.8% | +115.5% | +100.5% |
| 5Y | +96.9% | -21.9% | +118.9% | +93.2% |
| 10Y | +321.5% | +28.1% | +293.3% | +275.5% |
| All | +321.5% | +31.3% | +290.2% | +275.5% |
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