+34.6%
CSCO vs IBM
-18.1%
+52.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -10.2% | -5.0% | -5.2% | -9.5% |
| 30D | -20.1% | +11.1% | -31.2% | -21.2% |
| 3M | -22.1% | +5.7% | -27.8% | -22.7% |
| 6M | +3.2% | +10.1% | -6.9% | -0.4% |
| YTD | +24.1% | -15.6% | +39.7% | +23.6% |
| 1Y | +34.6% | -19.5% | +54.1% | +33.7% |
| All | +34.6% | -18.1% | +52.6% | +33.7% |
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