+377.3%
CSCO vs BAX
-37.8%
+415.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.8% |
| 7D | 0.0% | -5.1% | +5.1% | +1.4% |
| 30D | -10.7% | -12.2% | +1.4% | -7.5% |
| 3M | -8.7% | +21.8% | -30.6% | -14.8% |
| 6M | +44.9% | +36.3% | +8.6% | +29.9% |
| YTD | +44.1% | +27.8% | +16.3% | +31.5% |
| 1Y | +65.9% | -0.1% | +65.9% | +61.9% |
| 3Y | +109.0% | -33.3% | +142.3% | +124.8% |
| 5Y | +114.8% | -67.1% | +181.8% | +210.1% |
| 10Y | +377.3% | -36.9% | +414.3% | +453.9% |
| All | +377.3% | -37.8% | +415.1% | +453.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BAX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling