-61.5%
ADBE vs RGEN
-44.3%
-17.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | -8.9% | -4.6% | -4.3% | -7.9% |
| 30D | -6.6% | +1.2% | -7.8% | -7.0% |
| 3M | +7.1% | +26.8% | -19.7% | +0.5% |
| 6M | -9.8% | +29.1% | -38.8% | -16.3% |
| YTD | -27.2% | +0.7% | -27.9% | -28.4% |
| 1Y | -28.0% | +39.1% | -67.1% | -35.4% |
| 3Y | -54.5% | +2.2% | -56.8% | -58.2% |
| 5Y | -61.5% | -44.0% | -17.5% | -61.2% |
| All | -61.5% | -44.3% | -17.2% | -61.2% |
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