+65.9%
CSCO vs BAX
+1.4%
+64.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | 0.0% | -5.1% | +5.1% | +0.6% |
| 30D | -10.7% | -12.2% | +1.4% | -9.3% |
| 3M | -8.7% | +21.8% | -30.6% | -12.0% |
| 6M | +44.9% | +36.3% | +8.6% | +35.9% |
| YTD | +44.1% | +27.8% | +16.3% | +42.2% |
| 1Y | +65.9% | -0.1% | +65.9% | +62.1% |
| All | +65.9% | +1.4% | +64.4% | +62.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling