+63.9%
CSCO vs EXEL
+59.2%
+4.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.7% | +8.4% | -9.0% | -0.5% |
| 30D | -10.1% | +4.1% | -14.2% | -10.0% |
| 3M | -15.7% | +12.4% | -28.1% | -15.4% |
| 6M | +36.3% | +41.5% | -5.3% | +35.9% |
| YTD | +43.8% | +34.6% | +9.2% | +43.4% |
| 1Y | +63.9% | +57.9% | +6.1% | +63.0% |
| All | +63.9% | +59.2% | +4.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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