+114.8%
CSCO vs NI
+95.2%
+19.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | 0.0% | +1.3% | -1.3% | -0.4% |
| 30D | -10.7% | -0.3% | -10.5% | -10.7% |
| 3M | -8.7% | -9.5% | +0.7% | -6.2% |
| 6M | +44.9% | -10.2% | +55.2% | +49.1% |
| YTD | +44.1% | +1.8% | +42.4% | +41.7% |
| 1Y | +65.9% | +5.7% | +60.2% | +60.4% |
| 3Y | +109.0% | +69.6% | +39.4% | +69.3% |
| 5Y | +114.8% | +95.8% | +19.0% | +60.9% |
| All | +114.8% | +95.2% | +19.6% | +60.9% |
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