+113.3%
CSCO vs BAC
+71.7%
+41.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | -10.1% | -0.4% | -9.7% | -10.0% |
| 3M | -15.7% | +16.9% | -32.6% | -20.4% |
| 6M | +36.3% | +26.6% | +9.7% | +24.6% |
| YTD | +43.8% | +15.8% | +28.0% | +35.8% |
| 1Y | +63.9% | +27.2% | +36.8% | +49.3% |
| 3Y | +104.4% | +132.4% | -28.1% | +47.6% |
| All | +113.3% | +71.7% | +41.6% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling