+79.2%
IBM vs COST
+95.3%
-16.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.5% | +4.6% | -6.1% | -2.5% |
| 30D | +8.4% | +12.8% | -4.4% | +5.5% |
| 3M | +4.2% | +12.1% | -7.9% | +1.4% |
| 6M | +7.9% | +6.0% | +1.9% | +5.8% |
| YTD | -15.2% | +24.4% | -39.5% | -21.1% |
| 1Y | -18.7% | +17.1% | -35.9% | -23.0% |
| 3Y | +79.2% | +92.2% | -13.0% | +52.6% |
| All | +79.2% | +95.3% | -16.1% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 3y: compounded portfolio wealth divided by compounded COST 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…
3y analysis · Full analysis span regression · 6 months rolling