+198,812.8%
CSCO vs BAX
+923.3%
+197,889.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.7% | +3.6% | -8.3% | -5.6% |
| 30D | -17.1% | +8.5% | -25.6% | -19.3% |
| 3M | -19.6% | -4.9% | -14.8% | -18.9% |
| 6M | +2.4% | +47.0% | -44.6% | -10.4% |
| YTD | +29.8% | +38.4% | -8.7% | +14.8% |
| 1Y | +38.7% | +49.1% | -10.5% | +19.5% |
| 3Y | +101.3% | -14.9% | +116.2% | +97.9% |
| 5Y | +94.8% | -63.1% | +158.0% | +145.0% |
| 10Y | +324.2% | -35.6% | +359.8% | +344.6% |
| All | +198,812.8% | +923.3% | +197,889.5% | +63,472.4% |
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