+220,352.3%
CSCO vs BAX
+900.4%
+219,451.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -0.7% | -1.1% | +0.5% | -0.3% |
| 30D | -10.1% | -5.5% | -4.7% | -8.7% |
| 3M | -15.7% | +33.5% | -49.2% | -23.6% |
| 6M | +36.3% | +35.9% | +0.4% | +22.1% |
| YTD | +43.8% | +35.4% | +8.5% | +28.6% |
| 1Y | +63.9% | +9.8% | +54.2% | +54.8% |
| 3Y | +104.4% | -32.7% | +137.1% | +116.8% |
| 5Y | +111.4% | -65.6% | +176.9% | +172.7% |
| 10Y | +361.7% | -34.9% | +396.6% | +383.8% |
| All | +220,352.3% | +900.4% | +219,451.9% | +71,160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling