+112.0%
IBM vs RGEN
-42.7%
+154.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -1.5% | +2.8% | -4.3% | -1.8% |
| 3M | -16.8% | +34.5% | -51.2% | -19.3% |
| 6M | -9.0% | +40.5% | -49.5% | -12.3% |
| YTD | -20.1% | +2.8% | -22.9% | -21.0% |
| 1Y | -7.0% | +39.6% | -46.6% | -10.4% |
| 3Y | +72.4% | +4.4% | +68.0% | +67.0% |
| 5Y | +112.0% | -42.8% | +154.7% | +98.5% |
| All | +112.0% | -42.7% | +154.7% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling