+113.3%
CSCO vs INTU
-38.8%
+152.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.1% |
| 7D | -0.7% | -7.1% | +6.4% | +0.5% |
| 30D | -10.1% | +1.5% | -11.6% | -10.6% |
| 3M | -15.7% | +10.7% | -26.3% | -17.7% |
| 6M | +36.3% | -23.8% | +60.1% | +41.3% |
| YTD | +43.8% | -49.3% | +93.1% | +64.5% |
| 1Y | +63.9% | -49.7% | +113.6% | +87.5% |
| 3Y | +104.4% | -38.0% | +142.4% | +116.5% |
| All | +113.3% | -38.8% | +152.1% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling