+3,753.4%
CSCO vs SAP
+2,432.7%
+1,320.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.2% | -0.2% |
| 7D | -10.2% | -0.7% | -9.5% | -10.1% |
| 30D | -20.1% | +11.1% | -31.2% | -23.7% |
| 3M | -22.4% | +17.0% | -39.4% | -28.0% |
| 6M | +2.8% | +34.8% | -32.0% | -11.8% |
| YTD | +23.6% | -2.2% | +25.8% | +19.5% |
| 1Y | +34.0% | -6.4% | +40.5% | +32.0% |
| 3Y | +89.3% | +75.1% | +14.1% | +38.0% |
| 5Y | +87.9% | +69.8% | +18.0% | +35.1% |
| 10Y | +314.9% | +219.8% | +95.1% | +116.2% |
| All | +3,753.4% | +2,432.7% | +1,320.6% | +990.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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