+19,973.4%
ADBE vs RGEN
+1,565.2%
+18,408.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.7% |
| 7D | -3.2% | -1.2% | -2.0% | -3.1% |
| 30D | +1.0% | -5.1% | +6.0% | +1.3% |
| 3M | -7.8% | +0.5% | -8.3% | -8.1% |
| 6M | -1.0% | +46.6% | -47.5% | -4.4% |
| YTD | -31.8% | +1.6% | -33.5% | -32.4% |
| 1Y | -29.2% | +5.4% | -34.6% | -30.1% |
| 3Y | -60.1% | +12.8% | -72.9% | -61.3% |
| 5Y | -63.7% | -35.6% | -28.1% | -63.7% |
| 10Y | +130.1% | +415.7% | -285.6% | +99.9% |
| All | +19,973.4% | +1,565.2% | +18,408.2% | +11,474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling