+122.0%
CSCO vs VIAV
+139.8%
-17.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +3.6% |
| 7D | +2.7% | +11.2% | -8.5% | +0.3% |
| 30D | -9.5% | -10.1% | +0.6% | -7.8% |
| 3M | -7.6% | -22.9% | +15.3% | -3.8% |
| 6M | +44.9% | +28.8% | +16.1% | +33.2% |
| YTD | +47.7% | +117.5% | -69.8% | +18.5% |
| 1Y | +69.1% | +216.1% | -147.0% | +22.2% |
| 3Y | +113.5% | +292.2% | -178.7% | +41.6% |
| All | +122.0% | +139.8% | -17.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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