+66.6%
CSCO vs IBM
-4.2%
+70.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -10.1% | -1.5% | -8.6% | -9.9% |
| 3M | -11.7% | -16.8% | +5.0% | -10.1% |
| 6M | +40.1% | -9.0% | +49.1% | +39.6% |
| YTD | +43.8% | -20.1% | +63.8% | +44.7% |
| 1Y | +66.6% | -7.0% | +73.6% | +62.1% |
| All | +66.6% | -4.2% | +70.8% | +62.1% |
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