+2,503.5%
CSCO vs VTR
+1,499.7%
+1,003.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | -10.1% | -2.4% | -7.7% | -9.7% |
| 3M | -15.7% | +14.8% | -30.5% | -18.8% |
| 6M | +36.3% | +5.3% | +30.9% | +33.7% |
| YTD | +43.8% | +18.1% | +25.7% | +37.3% |
| 1Y | +63.9% | +36.7% | +27.2% | +51.0% |
| 3Y | +104.4% | +130.1% | -25.7% | +64.9% |
| 5Y | +111.4% | +89.5% | +21.9% | +76.2% |
| 10Y | +361.7% | +87.4% | +274.3% | +254.8% |
| All | +2,503.5% | +1,499.7% | +1,003.8% | +1,118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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