+216.8%
CSCO vs NVT
+699.2%
-482.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.3% |
| 7D | -0.7% | +5.1% | -5.7% | -2.2% |
| 30D | -10.1% | -3.7% | -6.4% | -9.3% |
| 3M | -15.7% | -10.1% | -5.5% | -13.5% |
| 6M | +36.3% | +37.5% | -1.2% | +21.3% |
| YTD | +43.8% | +53.7% | -9.9% | +23.2% |
| 1Y | +63.9% | +70.9% | -6.9% | +34.6% |
| 3Y | +104.4% | +180.4% | -76.0% | +34.4% |
| 5Y | +111.4% | +393.5% | -282.1% | +9.8% |
| All | +216.8% | +699.2% | -482.5% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling