+88.0%
FICO vs RGEN
-35.9%
+123.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.6% |
| 7D | +0.9% | -2.4% | +3.3% | +1.4% |
| 30D | +9.4% | +0.1% | +9.4% | +9.1% |
| 3M | -30.4% | +6.6% | -37.0% | -32.2% |
| 6M | -35.1% | +40.9% | -76.0% | -41.5% |
| YTD | -56.8% | +6.2% | -63.0% | -58.5% |
| 1Y | -58.4% | +19.4% | -77.8% | -61.2% |
| 3Y | -26.7% | +17.9% | -44.6% | -35.3% |
| 5Y | +88.0% | -34.0% | +122.0% | +61.0% |
| All | +88.0% | -35.9% | +123.9% | +61.0% |
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 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