+199,826.1%
CSCO vs IBM
+2,339.5%
+197,486.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +4.8% |
| 7D | -2.9% | -2.5% | -0.4% | -1.3% |
| 30D | -16.7% | +8.4% | -25.0% | -20.8% |
| 3M | -18.4% | +4.5% | -22.9% | -21.2% |
| 6M | +2.9% | +7.9% | -5.0% | -8.7% |
| YTD | +30.4% | -15.2% | +45.7% | +31.4% |
| 1Y | +41.4% | -17.6% | +59.0% | +44.6% |
| 3Y | +104.7% | +82.1% | +22.6% | +18.5% |
| 5Y | +96.9% | +143.3% | -46.4% | -7.5% |
| 10Y | +321.5% | +149.9% | +171.6% | +83.5% |
| All | +199,826.1% | +2,339.5% | +197,486.6% | +28,463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling