+114.0%
CSCO vs NTAP
+135.7%
-21.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.7% |
| 7D | -0.5% | +3.3% | -3.8% | -1.6% |
| 30D | -10.1% | -0.2% | -9.9% | -10.2% |
| 3M | -11.7% | +11.4% | -23.1% | -15.2% |
| 6M | +40.1% | +88.7% | -48.6% | +11.1% |
| YTD | +43.8% | +78.9% | -35.1% | +15.9% |
| 1Y | +66.6% | +58.8% | +7.8% | +39.5% |
| 3Y | +108.5% | +153.5% | -45.0% | +38.7% |
| 5Y | +114.0% | +136.7% | -22.8% | +39.7% |
| All | +114.0% | +135.7% | -21.7% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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