+2,562.9%
IBM vs NSC
+5,741.3%
-3,178.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +1.6% | +2.5% | -0.9% | +0.8% |
| 30D | +9.2% | +1.7% | +7.5% | +8.6% |
| 3M | +4.9% | -2.6% | +7.5% | +5.6% |
| 6M | +16.8% | +6.4% | +10.3% | +14.0% |
| YTD | -14.3% | +15.5% | -29.8% | -18.9% |
| 1Y | -16.7% | +17.6% | -34.3% | -21.6% |
| 3Y | +82.2% | +75.0% | +7.3% | +49.0% |
| 5Y | +149.9% | +32.2% | +117.8% | +120.1% |
| 10Y | +142.6% | +296.6% | -154.0% | +50.1% |
| All | +2,562.9% | +5,741.3% | -3,178.4% | +510.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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