-71.9%
FIS vs RGEN
-34.8%
-37.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.8% |
| 7D | -29.4% | +3.5% | -32.9% | -29.8% |
| 30D | -16.7% | +2.9% | -19.7% | -17.3% |
| 3M | -33.0% | +9.2% | -42.1% | -34.3% |
| 6M | -33.3% | +44.9% | -78.3% | -38.1% |
| YTD | -56.0% | +9.2% | -65.2% | -57.3% |
| 1Y | -54.6% | +25.3% | -79.9% | -57.0% |
| 3Y | -40.6% | +21.7% | -62.4% | -45.8% |
| 5Y | -71.9% | -34.5% | -37.4% | -76.2% |
| All | -71.9% | -34.8% | -37.1% | -76.2% |
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 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