-2.3%
FERG vs RGEN
+45.2%
-47.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | 0.0% | -4.9% | +4.9% | +1.0% |
| 30D | -10.2% | +5.7% | -15.9% | -11.4% |
| 3M | -0.6% | +32.4% | -33.0% | -7.1% |
| 6M | -6.5% | +33.2% | -39.7% | -13.6% |
| YTD | +4.2% | +2.3% | +1.9% | +4.0% |
| 1Y | -2.3% | +39.0% | -41.3% | -13.8% |
| All | -2.3% | +45.2% | -47.5% | -13.8% |
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