+189,363.8%
CSCO vs IBM
+2,328.5%
+187,035.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -10.2% | -5.0% | -5.2% | -7.3% |
| 30D | -20.1% | +11.1% | -31.2% | -25.2% |
| 3M | -22.4% | +5.7% | -28.1% | -25.5% |
| 6M | +2.8% | +10.1% | -7.3% | -10.0% |
| YTD | +23.6% | -15.6% | +39.2% | +24.9% |
| 1Y | +34.0% | -19.5% | +53.6% | +39.2% |
| 3Y | +89.3% | +80.4% | +8.9% | +10.2% |
| 5Y | +87.9% | +140.0% | -52.1% | -11.0% |
| 10Y | +314.9% | +155.0% | +159.9% | +78.1% |
| All | +189,363.8% | +2,328.5% | +187,035.3% | +27,040.3% |
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