+102.7%
CSCO vs INTU
-33.5%
+136.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -4.7% | -1.2% | -3.4% | -4.6% |
| 30D | -17.1% | +12.4% | -29.5% | -17.8% |
| 3M | -19.6% | +2.3% | -21.9% | -19.9% |
| 6M | +2.4% | -13.3% | +15.7% | +3.7% |
| YTD | +29.8% | -47.9% | +77.7% | +45.4% |
| 1Y | +38.7% | -47.2% | +85.8% | +54.6% |
| All | +102.7% | -33.5% | +136.2% | +98.5% |
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 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