+132.3%
CSCO vs EXEL
+353.7%
-221.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.6% |
| 7D | -2.9% | +2.3% | -5.2% | -3.2% |
| 30D | -16.7% | +19.8% | -36.5% | -19.0% |
| 3M | -18.4% | +32.7% | -51.1% | -22.1% |
| 6M | +2.9% | +49.0% | -46.0% | -3.7% |
| YTD | +30.4% | +63.7% | -33.2% | +19.7% |
| 1Y | +41.4% | +75.8% | -34.4% | +28.2% |
| 3Y | +104.7% | +241.3% | -136.6% | +63.5% |
| 5Y | +96.9% | +289.0% | -192.1% | +52.4% |
| 10Y | +321.5% | +377.6% | -56.2% | +192.9% |
| All | +132.3% | +353.7% | -221.4% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling