+144.5%
IBM vs RGEN
+402.3%
-257.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.4% | +3.6% |
| 7D | +3.6% | -4.6% | +8.1% | +4.1% |
| 30D | +1.5% | +1.2% | +0.4% | +1.3% |
| 3M | -12.9% | +26.8% | -39.7% | -15.5% |
| 6M | -3.9% | +29.1% | -33.0% | -7.1% |
| YTD | -17.3% | +0.7% | -18.1% | -18.1% |
| 1Y | -5.0% | +39.1% | -44.1% | -9.1% |
| 3Y | +78.2% | +2.2% | +76.0% | +71.9% |
| 5Y | +120.6% | -44.0% | +164.6% | +121.2% |
| 10Y | +144.5% | +412.7% | -268.3% | +74.7% |
| All | +144.5% | +402.3% | -257.8% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RGEN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling