+108.4%
CSCO vs NVD
-99.1%
+207.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | +0.4% |
| 7D | 0.0% | +0.5% | -0.6% | 0.0% |
| 30D | -10.7% | -9.3% | -1.4% | -11.2% |
| 3M | -8.7% | -22.1% | +13.3% | -9.9% |
| 6M | +44.9% | -45.8% | +90.7% | +40.2% |
| YTD | +44.1% | -46.7% | +90.8% | +39.8% |
| 1Y | +65.9% | -59.5% | +125.3% | +58.7% |
| All | +108.4% | -99.1% | +207.5% | +68.1% |
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