-42.7%
FIS vs RGEN
+37.5%
-80.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.4% | -3.2% |
| 7D | -9.1% | -4.6% | -4.5% | -8.5% |
| 30D | -10.4% | +1.2% | -11.6% | -10.7% |
| 3M | -3.7% | +26.8% | -30.5% | -7.6% |
| 6M | -24.8% | +29.1% | -53.8% | -28.4% |
| YTD | -41.6% | +0.7% | -42.3% | -42.7% |
| 1Y | -42.7% | +39.1% | -81.8% | -44.2% |
| All | -42.7% | +37.5% | -80.2% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling