+377.3%
CSCO vs EXEL
+378.5%
-1.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -10.7% | +10.1% | -20.9% | -12.1% |
| 3M | -8.7% | +10.1% | -18.8% | -10.3% |
| 6M | +44.9% | +37.7% | +7.2% | +37.0% |
| YTD | +44.1% | +33.1% | +11.1% | +36.8% |
| 1Y | +65.9% | +52.4% | +13.5% | +53.4% |
| 3Y | +109.0% | +163.8% | -54.8% | +72.3% |
| 5Y | +114.8% | +198.5% | -83.8% | +71.0% |
| 10Y | +377.3% | +386.9% | -9.6% | +260.4% |
| All | +377.3% | +378.5% | -1.2% | +260.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling