+604.6%
IBM vs SNY
+241.5%
+363.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -0.3% | -3.6% | +3.3% | +0.9% |
| 30D | -1.8% | -1.9% | +0.1% | -1.2% |
| 3M | -13.5% | -2.0% | -11.5% | -12.8% |
| 6M | -5.1% | +2.5% | -7.6% | -6.1% |
| YTD | -19.4% | -7.0% | -12.4% | -17.8% |
| 1Y | -6.5% | -4.4% | -2.1% | -5.8% |
| 3Y | +73.8% | -8.4% | +82.2% | +72.8% |
| 5Y | +116.3% | +9.5% | +106.8% | +97.2% |
| 10Y | +138.4% | +64.3% | +74.1% | +84.6% |
| All | +604.6% | +241.5% | +363.1% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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