+65,302.9%
NFLX vs CSCO
+928.5%
+64,374.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.6% |
| 7D | -4.2% | -0.7% | -3.6% | -4.0% |
| 30D | +5.5% | -10.1% | +15.6% | +10.1% |
| 3M | -4.1% | -15.7% | +11.6% | +2.1% |
| 6M | -20.7% | +36.3% | -57.0% | -34.1% |
| YTD | -16.5% | +43.8% | -60.4% | -32.7% |
| 1Y | -37.8% | +63.9% | -101.7% | -53.2% |
| 3Y | +77.9% | +104.4% | -26.5% | +18.3% |
| 5Y | +32.5% | +111.4% | -78.8% | -14.2% |
| 10Y | +703.6% | +361.7% | +341.9% | +244.5% |
| All | +65,302.9% | +928.5% | +64,374.4% | +12,095.6% |
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