+324.2%
CSCO vs EXEL
+363.4%
-39.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -4.7% | -2.4% | -2.3% | -4.3% |
| 30D | -17.1% | +17.9% | -35.0% | -19.2% |
| 3M | -19.6% | +33.3% | -52.9% | -23.3% |
| 6M | +2.4% | +46.6% | -44.1% | -4.1% |
| YTD | +29.8% | +61.0% | -31.3% | +19.1% |
| 1Y | +38.7% | +70.4% | -31.8% | +25.9% |
| 3Y | +101.3% | +236.1% | -134.8% | +57.9% |
| 5Y | +94.8% | +284.8% | -190.0% | +47.0% |
| 10Y | +324.2% | +348.4% | -24.2% | +213.8% |
| All | +324.2% | +363.4% | -39.2% | +213.8% |
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