+321.5%
CSCO vs BN
+289.4%
+32.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.8% | +1.3% | +3.6% |
| 7D | -2.9% | +3.6% | -6.6% | -4.3% |
| 30D | -16.7% | +15.9% | -32.5% | -21.6% |
| 3M | -18.4% | -2.3% | -16.1% | -18.0% |
| 6M | +2.9% | -8.4% | +11.4% | +6.0% |
| YTD | +30.4% | -5.9% | +36.3% | +31.7% |
| 1Y | +41.4% | -5.6% | +47.0% | +42.1% |
| 3Y | +104.7% | +104.2% | +0.4% | +44.2% |
| 5Y | +96.9% | +35.5% | +61.5% | +61.9% |
| 10Y | +321.5% | +285.2% | +36.3% | +103.8% |
| All | +321.5% | +289.4% | +32.1% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling