+39.4%
CSCO vs EXEL
+74.8%
-35.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +5.1% |
| 7D | -2.9% | +2.3% | -5.2% | -2.8% |
| 30D | -16.7% | +19.8% | -36.5% | -15.9% |
| 3M | -18.4% | +32.7% | -51.1% | -17.3% |
| 6M | +2.9% | +49.0% | -46.0% | +4.2% |
| YTD | +30.4% | +63.7% | -33.2% | +30.8% |
| All | +39.4% | +74.8% | -35.5% | +41.2% |
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 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