+91.5%
CSCO vs NI
+113.9%
-22.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.8% | -6.4% |
| 7D | +1.9% | +4.3% | -2.4% | +0.6% |
| 30D | -15.8% | +12.4% | -28.2% | -18.8% |
| 3M | -15.4% | +10.2% | -25.6% | -17.9% |
| 6M | -5.4% | -0.8% | -4.6% | -5.5% |
| YTD | +26.5% | +13.2% | +13.2% | +20.2% |
| 1Y | +25.9% | +10.1% | +15.8% | +20.8% |
| 3Y | +97.5% | +103.1% | -5.6% | +49.9% |
| All | +91.5% | +113.9% | -22.4% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling