+2,521.8%
IBM vs BAX
+898.9%
+1,622.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -5.0% | +12.1% | -17.1% | -7.7% |
| 30D | +11.1% | +7.6% | +3.5% | +8.8% |
| 3M | +5.7% | -4.5% | +10.2% | +6.4% |
| 6M | +10.1% | +52.0% | -41.9% | -1.3% |
| YTD | -15.6% | +35.1% | -50.7% | -22.9% |
| 1Y | -19.5% | +43.7% | -63.3% | -27.7% |
| 3Y | +80.4% | -20.9% | +101.3% | +82.5% |
| 5Y | +140.0% | -63.5% | +203.5% | +189.6% |
| 10Y | +155.0% | -36.0% | +191.0% | +168.2% |
| All | +2,521.8% | +898.9% | +1,622.9% | +1,299.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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