+31,416.6%
AVGO vs RGEN
+3,021.0%
+28,395.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -3.0% | -4.9% | +2.0% | -2.0% |
| 30D | -14.4% | +5.7% | -20.1% | -15.5% |
| 3M | -14.4% | +32.4% | -46.9% | -19.6% |
| 6M | +13.1% | +33.2% | -20.1% | +5.3% |
| YTD | +3.8% | +2.3% | +1.5% | +1.8% |
| 1Y | +17.8% | +39.0% | -21.2% | +8.2% |
| 3Y | +325.3% | -4.6% | +329.9% | +306.5% |
| 5Y | +689.9% | -42.7% | +732.6% | +697.7% |
| 10Y | +2,597.0% | +433.6% | +2,163.4% | +1,740.4% |
| All | +31,416.6% | +3,021.0% | +28,395.6% | +15,742.8% |
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 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