+13,645.4%
INTC vs CSCO
+230,725.8%
-217,080.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.2% |
| 7D | +7.1% | -0.7% | +7.7% | +7.5% |
| 30D | -5.2% | -10.1% | +4.9% | -0.1% |
| 3M | -14.3% | -15.7% | +1.4% | -5.9% |
| 6M | +110.2% | +36.3% | +73.9% | +76.8% |
| YTD | +159.6% | +43.8% | +115.8% | +111.0% |
| 1Y | +289.3% | +63.9% | +225.3% | +195.2% |
| 3Y | +166.1% | +104.4% | +61.7% | +78.9% |
| 5Y | +94.4% | +111.4% | -17.0% | +27.7% |
| 10Y | +227.7% | +361.7% | -134.0% | +43.4% |
| All | +13,645.4% | +230,725.8% | -217,080.4% | +506.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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