-65.6%
FIS vs RGEN
-42.7%
-22.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -7.8% | +2.8% | -10.7% | -8.4% |
| 3M | +0.8% | +34.5% | -33.6% | -4.6% |
| 6M | -21.9% | +40.5% | -62.4% | -27.0% |
| YTD | -39.5% | +2.8% | -42.3% | -40.5% |
| 1Y | -41.0% | +39.6% | -80.6% | -45.1% |
| 3Y | -23.6% | +4.4% | -28.0% | -28.2% |
| 5Y | -65.6% | -42.8% | -22.9% | -69.7% |
| All | -65.6% | -42.7% | -22.9% | -69.7% |
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 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