-6.8%
AVGO vs RGEN
+19.5%
-26.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.5% | -3.5% | -4.0% | -6.9% |
| 30D | -10.2% | -6.0% | -4.3% | -9.5% |
| 3M | -22.0% | +19.0% | -41.0% | -24.4% |
| 6M | -21.6% | +50.7% | -72.3% | -27.8% |
| YTD | -5.4% | +8.8% | -14.2% | -2.3% |
| 1Y | -6.8% | +21.3% | -28.1% | -8.8% |
| All | -6.8% | +19.5% | -26.4% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling