+63.9%
CSCO vs BN
-6.5%
+70.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | -2.5% | +1.8% | -0.2% |
| 30D | -10.1% | -9.5% | -0.6% | -8.6% |
| 3M | -15.7% | -10.4% | -5.3% | -14.1% |
| 6M | +36.3% | -6.4% | +42.6% | +37.3% |
| YTD | +43.8% | -11.9% | +55.7% | +44.7% |
| 1Y | +63.9% | -8.6% | +72.6% | +63.8% |
| All | +63.9% | -6.5% | +70.4% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling