+113.3%
CSCO vs BA
-1.7%
+115.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.7% | +1.2% | -1.8% | -0.9% |
| 30D | -10.1% | -11.6% | +1.5% | -8.2% |
| 3M | -15.7% | -2.4% | -13.3% | -15.5% |
| 6M | +36.3% | -6.6% | +42.9% | +36.8% |
| YTD | +43.8% | -2.2% | +46.1% | +42.9% |
| 1Y | +63.9% | -8.0% | +72.0% | +64.4% |
| 3Y | +104.4% | -5.0% | +109.3% | +98.0% |
| All | +113.3% | -1.7% | +115.0% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling