+40.5%
CSCO vs IBM
-21.4%
+61.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.7% | +1.5% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | -11.3% | +6.8% | -18.1% | -12.1% |
| 3M | -17.3% | +4.4% | -21.7% | -17.8% |
| 6M | +3.5% | +13.2% | -9.7% | -0.5% |
| YTD | +34.9% | -15.1% | +50.0% | +34.1% |
| 1Y | +40.5% | -20.2% | +60.7% | +38.6% |
| All | +40.5% | -21.4% | +61.9% | +38.6% |
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