+84.4%
FICO vs RGEN
-35.5%
+119.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +2.2% | -3.3% | +5.5% | +3.0% |
| 30D | +0.1% | -5.8% | +5.9% | +1.2% |
| 3M | -35.2% | +0.2% | -35.3% | -36.0% |
| 6M | -32.4% | +56.8% | -89.1% | -40.7% |
| YTD | -57.4% | +2.4% | -59.8% | -58.7% |
| 1Y | -58.5% | +11.4% | -70.0% | -60.7% |
| 3Y | -28.9% | +15.2% | -44.0% | -37.0% |
| All | +84.4% | -35.5% | +119.8% | +59.7% |
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