+101.7%
FICO vs RGEN
-42.4%
+144.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.4% |
| 7D | -19.2% | -4.9% | -14.3% | -18.1% |
| 30D | -14.6% | +5.7% | -20.3% | -15.7% |
| 3M | -20.1% | +32.4% | -52.5% | -25.9% |
| 6M | -36.3% | +33.2% | -69.5% | -41.4% |
| YTD | -44.9% | +2.3% | -47.1% | -45.9% |
| 1Y | -38.6% | +39.0% | -77.6% | -44.7% |
| 3Y | +4.0% | -4.6% | +8.6% | -1.6% |
| All | +101.7% | -42.4% | +144.1% | +85.8% |
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 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