-16.7%
IBM vs RGEN
+8.1%
-24.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | +9.2% | -5.8% | +15.0% | +10.1% |
| 3M | +4.9% | +0.2% | +4.8% | +3.9% |
| 6M | +16.8% | +56.8% | -40.0% | +1.9% |
| YTD | -14.3% | +2.4% | -16.7% | -16.3% |
| 1Y | -16.7% | +11.4% | -28.2% | -20.6% |
| All | -16.7% | +8.1% | -24.8% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling