+220,352.3%
CSCO vs IBM
+2,228.3%
+218,124.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -0.7% | -0.3% | -0.4% | -0.5% |
| 30D | -10.1% | +0.3% | -10.4% | -10.5% |
| 3M | -15.7% | -21.6% | +5.9% | -6.5% |
| 6M | +36.3% | -4.7% | +41.0% | +30.2% |
| YTD | +43.8% | -19.1% | +62.9% | +49.8% |
| 1Y | +63.9% | -2.5% | +66.4% | +49.7% |
| 3Y | +104.4% | +74.2% | +30.2% | +21.8% |
| 5Y | +111.4% | +113.1% | -1.8% | +8.0% |
| 10Y | +361.7% | +133.5% | +228.1% | +110.6% |
| All | +220,352.3% | +2,228.3% | +218,124.1% | +32,465.5% |
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