-40.6%
FIS vs RGEN
+19.6%
-60.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.7% |
| 7D | -29.4% | +3.5% | -32.9% | -29.7% |
| 30D | -16.7% | +2.9% | -19.7% | -17.2% |
| 3M | -33.0% | +9.2% | -42.1% | -34.0% |
| 6M | -33.3% | +44.9% | -78.3% | -37.2% |
| YTD | -56.0% | +9.2% | -65.2% | -57.1% |
| 1Y | -54.6% | +25.3% | -79.9% | -56.5% |
| 3Y | -40.6% | +21.7% | -62.4% | -45.7% |
| All | -40.6% | +19.6% | -60.3% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling