+34.5%
ORCL vs IBM
+143.1%
-108.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -6.5% | -1.5% | -5.0% | -5.9% |
| 30D | -16.6% | +8.4% | -25.0% | -18.9% |
| 3M | -21.6% | +4.2% | -25.8% | -22.9% |
| 6M | -39.4% | +7.9% | -47.3% | -43.0% |
| YTD | -38.7% | -15.2% | -23.5% | -36.7% |
| 1Y | -50.4% | -18.7% | -31.6% | -47.8% |
| 3Y | +8.1% | +79.2% | -71.1% | -25.8% |
| 5Y | +34.5% | +144.7% | -110.2% | -19.3% |
| All | +34.5% | +143.1% | -108.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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