+139.7%
CSCO vs NVDL
+2,480.8%
-2,341.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.4% |
| 7D | -1.1% | -8.7% | +7.6% | -0.4% |
| 30D | -10.8% | -1.3% | -9.5% | -10.9% |
| 3M | -9.2% | +11.4% | -20.6% | -10.5% |
| 6M | +39.5% | +22.9% | +16.7% | +36.1% |
| YTD | +41.5% | +15.4% | +26.1% | +38.2% |
| 1Y | +61.0% | +18.8% | +42.2% | +56.1% |
| 3Y | +105.2% | +641.4% | -536.2% | +69.0% |
| All | +139.7% | +2,480.8% | -2,341.0% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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