+376.2%
CSCO vs EXEL
+373.1%
+3.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.3% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -10.1% | +6.7% | -16.8% | -11.0% |
| 3M | -11.7% | +11.5% | -23.2% | -13.4% |
| 6M | +40.1% | +38.8% | +1.3% | +32.3% |
| YTD | +43.8% | +31.6% | +12.2% | +36.7% |
| 1Y | +66.6% | +53.0% | +13.6% | +54.0% |
| 3Y | +108.5% | +160.8% | -52.3% | +72.2% |
| 5Y | +114.0% | +190.1% | -76.1% | +71.1% |
| All | +376.2% | +373.1% | +3.1% | +260.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling