+324.2%
CSCO vs INTU
+236.7%
+87.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | -4.7% | -1.2% | -3.4% | -4.4% |
| 30D | -17.1% | +12.4% | -29.5% | -20.3% |
| 3M | -19.6% | +2.3% | -21.9% | -21.2% |
| 6M | +2.4% | -13.3% | +15.7% | +3.6% |
| YTD | +29.8% | -47.9% | +77.7% | +55.1% |
| 1Y | +38.7% | -47.2% | +85.8% | +64.6% |
| 3Y | +101.3% | -33.9% | +135.2% | +111.2% |
| 5Y | +94.8% | -41.3% | +136.2% | +105.1% |
| 10Y | +324.2% | +237.9% | +86.3% | +94.5% |
| All | +324.2% | +236.7% | +87.5% | +94.5% |
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