+376.2%
CSCO vs BAX
-36.6%
+412.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +1.0% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | -10.1% | -9.7% | -0.4% | -7.5% |
| 3M | -11.7% | +29.3% | -41.0% | -19.1% |
| 6M | +40.1% | +40.7% | -0.6% | +24.4% |
| YTD | +43.8% | +30.3% | +13.5% | +30.5% |
| 1Y | +66.6% | +3.4% | +63.2% | +61.0% |
| 3Y | +108.5% | -32.0% | +140.5% | +123.1% |
| 5Y | +114.0% | -66.9% | +180.8% | +209.5% |
| All | +376.2% | -36.6% | +412.8% | +449.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling