+220,291.7%
CSCO vs BKR
+550.1%
+219,741.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.1% | +3.9% | -13.9% | -10.9% |
| 3M | -11.7% | -1.1% | -10.7% | -11.7% |
| 6M | +40.1% | +7.6% | +32.5% | +37.2% |
| YTD | +43.8% | +41.9% | +1.9% | +32.2% |
| 1Y | +66.6% | +42.2% | +24.4% | +52.6% |
| 3Y | +108.5% | +84.3% | +24.3% | +78.0% |
| 5Y | +114.0% | +215.7% | -101.7% | +57.1% |
| 10Y | +366.8% | +130.9% | +235.9% | +238.8% |
| All | +220,291.7% | +550.1% | +219,741.6% | +104,229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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