+45.9%
CSCO vs IBM
-13.0%
+58.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | -8.2% | +14.8% | -22.9% | -9.9% |
| 3M | -14.6% | +8.9% | -23.5% | -15.6% |
| 6M | +12.7% | +12.4% | +0.3% | +8.6% |
| YTD | +37.0% | -12.4% | +49.4% | +35.4% |
| 1Y | +45.9% | -13.3% | +59.2% | +44.8% |
| All | +45.9% | -13.0% | +58.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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