+308.5%
CSCO vs NI
+197.8%
+110.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.4% |
| 7D | +1.9% | +4.3% | -2.4% | +0.4% |
| 30D | -15.8% | +12.4% | -28.2% | -19.4% |
| 3M | -15.4% | +10.2% | -25.6% | -18.4% |
| 6M | -5.4% | -0.8% | -4.6% | -5.5% |
| YTD | +26.5% | +13.2% | +13.2% | +19.7% |
| 1Y | +25.9% | +10.1% | +15.8% | +20.4% |
| 3Y | +97.5% | +103.1% | -5.6% | +47.7% |
| 5Y | +93.0% | +115.5% | -22.5% | +39.1% |
| All | +308.5% | +197.8% | +110.6% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling