+104,095.6%
FICO vs RGEN
+1,576.0%
+102,519.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.2% | -15.5% | -16.6% |
| 7D | -19.2% | -4.9% | -14.3% | -18.9% |
| 30D | -14.6% | +5.7% | -20.3% | -14.9% |
| 3M | -20.1% | +32.4% | -52.5% | -21.5% |
| 6M | -36.3% | +33.2% | -69.5% | -37.6% |
| YTD | -44.9% | +2.3% | -47.1% | -45.1% |
| 1Y | -38.6% | +39.0% | -77.6% | -40.1% |
| 3Y | +4.0% | -4.6% | +8.6% | +2.7% |
| 5Y | +99.5% | -42.7% | +142.2% | +100.8% |
| 10Y | +604.7% | +433.6% | +171.1% | +537.9% |
| All | +104,095.6% | +1,576.0% | +102,519.6% | +80,339.9% |
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