+379.9%
CSCO vs BBY
+252.7%
+127.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.6% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | -9.5% | +9.4% | -18.9% | -11.7% |
| 3M | -7.6% | +19.3% | -27.0% | -12.1% |
| 6M | +44.9% | +47.9% | -3.0% | +29.3% |
| YTD | +47.7% | +39.6% | +8.1% | +33.4% |
| 1Y | +69.1% | +22.2% | +46.9% | +57.6% |
| 3Y | +113.5% | +45.0% | +68.5% | +83.1% |
| 5Y | +122.8% | +2.6% | +120.2% | +103.3% |
| All | +379.9% | +252.7% | +127.2% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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