+113.1%
CSCO vs NVD
-99.2%
+212.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | +0.3% |
| 7D | -0.5% | -7.7% | +7.1% | -1.1% |
| 30D | -10.1% | -5.8% | -4.3% | -10.3% |
| 3M | -11.7% | -23.2% | +11.5% | -13.0% |
| 6M | +40.1% | -49.7% | +89.8% | +34.7% |
| YTD | +43.8% | -47.7% | +91.5% | +39.3% |
| 1Y | +66.6% | -61.3% | +128.0% | +58.9% |
| 3Y | +108.5% | -99.2% | +207.7% | +67.6% |
| All | +113.1% | -99.2% | +212.2% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling