+4,383.6%
CSCO vs SAP
+2,233.8%
+2,149.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | -10.1% | +9.0% | -19.1% | -13.7% |
| 3M | -15.7% | +14.9% | -30.6% | -21.8% |
| 6M | +36.3% | +11.9% | +24.4% | +26.3% |
| YTD | +43.8% | -9.9% | +53.7% | +44.6% |
| 1Y | +63.9% | -19.5% | +83.5% | +72.7% |
| 3Y | +104.4% | +61.8% | +42.5% | +54.4% |
| 5Y | +111.4% | +56.2% | +55.2% | +57.9% |
| 10Y | +361.7% | +180.6% | +181.1% | +155.4% |
| All | +4,383.6% | +2,233.8% | +2,149.9% | +1,220.1% |
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