+74.7%
IBM vs RGEN
+0.8%
+73.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.3% | -4.9% | +4.6% | +0.3% |
| 30D | +0.3% | +5.7% | -5.4% | -0.4% |
| 3M | -21.6% | +32.4% | -54.0% | -24.6% |
| 6M | -4.7% | +33.2% | -37.9% | -8.7% |
| YTD | -19.1% | +2.3% | -21.4% | -20.3% |
| 1Y | -2.5% | +39.0% | -41.5% | -7.1% |
| All | +74.7% | +0.8% | +73.9% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling