+88.1%
CSCO vs INTU
-42.6%
+130.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.4% |
| 7D | -10.2% | +0.1% | -10.3% | -10.2% |
| 30D | -20.1% | +15.4% | -35.5% | -22.1% |
| 3M | -22.4% | +6.6% | -28.9% | -23.7% |
| 6M | +2.8% | -11.3% | +14.1% | +3.5% |
| YTD | +23.6% | -47.7% | +71.3% | +40.2% |
| 1Y | +34.0% | -47.0% | +81.1% | +51.3% |
| 3Y | +89.3% | -29.9% | +119.2% | +94.0% |
| All | +88.1% | -42.6% | +130.7% | +93.2% |
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