+335.7%
CSCO vs BAC
+225.3%
+110.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.4% |
| 7D | +6.6% | +1.5% | +5.1% | +5.9% |
| 30D | -11.3% | -6.4% | -5.0% | -8.8% |
| 3M | -17.3% | -21.7% | +4.3% | -8.5% |
| 6M | +3.5% | +0.5% | +3.0% | +3.1% |
| YTD | +34.9% | -6.7% | +41.6% | +38.2% |
| 1Y | +40.5% | -4.7% | +45.1% | +42.5% |
| 3Y | +109.3% | +96.1% | +13.2% | +53.7% |
| 5Y | +105.9% | +21.7% | +84.2% | +81.6% |
| All | +335.7% | +225.3% | +110.4% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 BAC 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