+25.9%
CSCO vs NVT
+4.7%
+21.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.1% |
| 7D | +1.9% | +8.0% | -6.1% | -0.2% |
| 30D | -15.8% | -24.8% | +8.9% | -10.0% |
| 3M | -15.4% | -32.4% | +17.0% | -7.3% |
| 6M | -5.4% | -33.5% | +28.1% | +3.5% |
| YTD | +26.5% | +13.2% | +13.3% | +20.1% |
| 1Y | +25.9% | +9.0% | +16.9% | +20.7% |
| All | +25.9% | +4.7% | +21.2% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1y: compounded portfolio wealth divided by compounded NVT 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…
1y analysis · Full analysis span regression · 6 months rolling