+88.1%
CSCO vs BAC
+18.0%
+70.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -10.2% | -1.2% | -9.0% | -9.7% |
| 30D | -20.1% | -7.7% | -12.4% | -17.6% |
| 3M | -22.4% | -21.2% | -1.2% | -15.2% |
| 6M | +2.8% | -6.8% | +9.6% | +5.4% |
| YTD | +23.6% | -8.7% | +32.3% | +27.4% |
| 1Y | +34.0% | -5.3% | +39.3% | +36.1% |
| 3Y | +89.3% | +87.4% | +1.8% | +47.5% |
| All | +88.1% | +18.0% | +70.1% | +71.2% |
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