+110.4%
AAPL vs RGEN
-43.1%
+153.5%
-33.4%
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% | -1.3% |
| 7D | -2.7% | -0.9% | -1.9% | -2.6% |
| 30D | +1.0% | +2.8% | -1.8% | +0.3% |
| 3M | +5.0% | +34.5% | -29.5% | -1.1% |
| 6M | +23.0% | +40.5% | -17.4% | +14.2% |
| YTD | +16.6% | +2.8% | +13.8% | +14.6% |
| 1Y | +33.4% | +39.6% | -6.2% | +22.7% |
| 3Y | +79.9% | +4.4% | +75.5% | +68.0% |
| All | +110.4% | -43.1% | +153.5% | +99.3% |
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