+782.5%
CSCO vs BIDU
+1,407.1%
-624.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.5% | -0.2% |
| 7D | -0.7% | +2.4% | -3.1% | -1.1% |
| 30D | -10.1% | -10.5% | +0.4% | -8.6% |
| 3M | -15.7% | -26.2% | +10.5% | -11.5% |
| 6M | +36.3% | -16.4% | +52.7% | +39.0% |
| YTD | +43.8% | -23.9% | +67.7% | +48.6% |
| 1Y | +63.9% | +1.3% | +62.7% | +59.4% |
| 3Y | +104.4% | -32.1% | +136.4% | +107.7% |
| 5Y | +111.4% | -39.0% | +150.3% | +105.1% |
| 10Y | +361.7% | -44.0% | +405.7% | +322.8% |
| All | +782.5% | +1,407.1% | -624.7% | +343.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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