+304.8%
CSCO vs INTU
+247.3%
+57.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -0.9% |
| 7D | -10.2% | +0.1% | -10.3% | -10.3% |
| 30D | -20.1% | +15.4% | -35.5% | -23.8% |
| 3M | -22.4% | +6.6% | -28.9% | -24.8% |
| 6M | +2.8% | -11.3% | +14.1% | +3.1% |
| YTD | +23.6% | -47.7% | +71.3% | +47.7% |
| 1Y | +34.0% | -47.0% | +81.1% | +59.0% |
| 3Y | +89.3% | -29.9% | +119.2% | +93.8% |
| 5Y | +87.9% | -42.2% | +130.1% | +99.5% |
| All | +304.8% | +247.3% | +57.5% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 10y: compounded portfolio wealth divided by compounded INTU 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…
10y analysis · Full analysis span regression · 6 months rolling