+118.8%
CSCO vs NVD
-99.1%
+218.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.4% |
| 7D | +2.7% | +10.8% | -8.2% | +3.6% |
| 30D | -9.5% | +0.8% | -10.2% | -9.2% |
| 3M | -7.6% | -20.8% | +13.2% | -8.7% |
| 6M | +44.9% | -41.2% | +86.0% | +41.1% |
| YTD | +47.7% | -44.2% | +91.9% | +43.9% |
| 1Y | +69.1% | -54.2% | +123.2% | +63.4% |
| 3Y | +113.5% | -99.1% | +212.7% | +72.3% |
| All | +118.8% | -99.1% | +218.0% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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