+2,521.8%
IBM vs RGEN
+1,634.9%
+886.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.8% | -1.0% |
| 7D | -5.0% | -1.9% | -3.0% | -4.9% |
| 30D | +11.1% | +3.7% | +7.4% | +10.9% |
| 3M | +5.7% | +8.8% | -3.1% | +5.3% |
| 6M | +10.1% | +38.0% | -27.8% | +8.5% |
| YTD | -15.6% | +5.9% | -21.5% | -16.0% |
| 1Y | -19.5% | +19.7% | -39.2% | -20.3% |
| 3Y | +80.4% | +20.5% | +59.9% | +77.3% |
| 5Y | +140.0% | -35.0% | +175.0% | +138.6% |
| 10Y | +155.0% | +540.9% | -385.9% | +132.6% |
| All | +2,521.8% | +1,634.9% | +886.9% | +1,799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling