+113.4%
CSCO vs EQT
+192.3%
-78.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | -10.8% | +1.1% | -11.9% | -10.9% |
| 3M | -9.2% | +4.8% | -14.0% | -9.9% |
| 6M | +39.5% | -10.6% | +50.1% | +41.3% |
| YTD | +41.5% | +3.4% | +38.1% | +40.3% |
| 1Y | +61.0% | +8.7% | +52.3% | +58.3% |
| 3Y | +105.2% | +35.0% | +70.2% | +93.8% |
| 5Y | +113.4% | +204.2% | -90.8% | +87.6% |
| All | +113.4% | +192.3% | -78.9% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling