+88.1%
CSCO vs IBM
+139.3%
-51.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -10.2% | -5.0% | -5.2% | -8.9% |
| 30D | -20.1% | +11.1% | -31.2% | -22.3% |
| 3M | -22.4% | +5.7% | -28.1% | -23.7% |
| 6M | +2.8% | +10.1% | -7.3% | -3.8% |
| YTD | +23.6% | -15.6% | +39.2% | +25.7% |
| 1Y | +34.0% | -19.5% | +53.6% | +38.6% |
| 3Y | +89.3% | +80.4% | +8.9% | +30.9% |
| All | +88.1% | +139.3% | -51.2% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling