+104.7%
CSCO vs EXEL
+244.2%
-139.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.9% |
| 7D | -2.9% | +2.3% | -5.2% | -3.0% |
| 30D | -16.7% | +19.8% | -36.5% | -17.4% |
| 3M | -18.4% | +32.7% | -51.1% | -19.7% |
| 6M | +2.9% | +49.0% | -46.0% | +0.3% |
| YTD | +30.4% | +63.7% | -33.2% | +25.9% |
| 1Y | +41.4% | +75.8% | -34.4% | +35.5% |
| 3Y | +104.7% | +241.3% | -136.6% | +77.5% |
| All | +104.7% | +244.2% | -139.6% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling