+2,521.8%
IBM vs BP
+1,351.0%
+1,170.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -5.0% | -11.6% | +6.7% | -1.6% |
| 30D | +11.1% | 0.0% | +11.1% | +10.9% |
| 3M | +5.7% | +6.7% | -1.0% | +3.4% |
| 6M | +10.1% | +2.2% | +8.0% | +8.5% |
| YTD | -15.6% | +33.0% | -48.6% | -23.6% |
| 1Y | -19.5% | +30.7% | -50.3% | -26.9% |
| 3Y | +80.4% | +44.2% | +36.2% | +56.7% |
| 5Y | +140.0% | +105.1% | +34.9% | +82.1% |
| 10Y | +155.0% | +133.5% | +21.4% | +77.4% |
| All | +2,521.8% | +1,351.0% | +1,170.8% | +1,052.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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