+106.4%
CSCO vs INTU
-37.9%
+144.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.8% |
| 7D | -0.7% | -7.1% | +6.4% | -0.1% |
| 30D | -10.1% | +1.5% | -11.6% | -10.4% |
| 3M | -15.7% | +10.7% | -26.3% | -16.6% |
| 6M | +36.3% | -23.8% | +60.1% | +40.4% |
| YTD | +43.8% | -49.3% | +93.1% | +62.4% |
| 1Y | +63.9% | -49.7% | +113.6% | +85.1% |
| All | +106.4% | -37.9% | +144.3% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling