-40.9%
FIS vs RGEN
+402.3%
-443.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.4% | -3.0% |
| 7D | -9.1% | -4.6% | -4.5% | -8.3% |
| 30D | -10.4% | +1.2% | -11.6% | -10.8% |
| 3M | -3.7% | +26.8% | -30.5% | -8.4% |
| 6M | -24.8% | +29.1% | -53.8% | -29.0% |
| YTD | -41.6% | +0.7% | -42.3% | -42.4% |
| 1Y | -42.7% | +39.1% | -81.8% | -47.1% |
| 3Y | -26.2% | +2.2% | -28.5% | -31.0% |
| 5Y | -66.1% | -44.0% | -22.1% | -66.1% |
| 10Y | -40.9% | +412.7% | -453.6% | -62.8% |
| All | -40.9% | +402.3% | -443.1% | -62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling