+622.9%
CSCO vs VRSK
+593.4%
+29.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | 0.0% | -5.4% | +5.4% | +1.9% |
| 30D | -10.7% | -1.8% | -9.0% | -10.5% |
| 3M | -8.7% | -2.2% | -6.5% | -9.3% |
| 6M | +44.9% | -14.9% | +59.8% | +50.8% |
| YTD | +44.1% | -20.0% | +64.1% | +52.7% |
| 1Y | +65.9% | -33.1% | +99.0% | +89.0% |
| 3Y | +109.0% | -25.6% | +134.6% | +122.1% |
| 5Y | +114.8% | -10.1% | +124.9% | +104.6% |
| 10Y | +377.3% | +128.4% | +248.9% | +200.2% |
| All | +622.9% | +593.4% | +29.5% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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