+39.4%
CSCO vs INTU
-47.2%
+86.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.0% |
| 7D | -2.9% | -3.9% | +1.0% | -3.2% |
| 30D | -16.7% | +11.7% | -28.4% | -15.9% |
| 3M | -18.4% | +4.5% | -22.9% | -18.1% |
| 6M | +2.9% | -13.9% | +16.8% | +3.4% |
| YTD | +30.4% | -48.2% | +78.7% | +32.8% |
| All | +39.4% | -47.2% | +86.6% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling