+395.6%
CSCO vs BLK
+12,905.6%
-12,510.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +1.1% |
| 7D | 0.0% | -2.7% | +2.6% | +1.0% |
| 30D | -10.7% | -4.8% | -6.0% | -9.1% |
| 3M | -8.7% | +6.5% | -15.2% | -11.6% |
| 6M | +44.9% | +13.1% | +31.8% | +36.7% |
| YTD | +44.1% | +1.8% | +42.3% | +41.4% |
| 1Y | +65.9% | -1.0% | +66.8% | +64.0% |
| 3Y | +109.0% | +66.0% | +43.1% | +65.8% |
| 5Y | +114.8% | +31.2% | +83.5% | +83.8% |
| 10Y | +377.3% | +278.5% | +98.8% | +163.1% |
| All | +395.6% | +12,905.6% | -12,510.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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