+2,029.7%
IBM vs SAP
+2,233.8%
-204.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -0.3% | -2.9% | +2.6% | +0.6% |
| 30D | +0.3% | +9.0% | -8.7% | -2.3% |
| 3M | -21.6% | +14.9% | -36.6% | -24.8% |
| 6M | -4.7% | +11.9% | -16.6% | -7.8% |
| YTD | -19.1% | -9.9% | -9.2% | -17.1% |
| 1Y | -2.5% | -19.5% | +17.0% | +3.0% |
| 3Y | +74.2% | +61.8% | +12.3% | +47.9% |
| 5Y | +113.1% | +56.2% | +57.0% | +79.7% |
| 10Y | +133.5% | +180.6% | -47.1% | +62.5% |
| All | +2,029.7% | +2,233.8% | -204.0% | +817.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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