+97.5%
CSCO vs NVD
-98.4%
+195.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.9% | -10.2% | -5.9% |
| 7D | +1.9% | +28.6% | -26.7% | +4.3% |
| 30D | -15.8% | +73.6% | -89.5% | -11.1% |
| 3M | -15.4% | +70.1% | -85.5% | -10.4% |
| 6M | -5.4% | +53.6% | -59.0% | +0.1% |
| YTD | +26.5% | -7.0% | +33.5% | +29.9% |
| 1Y | +25.9% | -9.0% | +34.9% | +29.4% |
| 3Y | +97.5% | -98.3% | +195.9% | +83.5% |
| All | +97.5% | -98.4% | +195.9% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling