+247.6%
FIS vs RGEN
+7,214.4%
-6,966.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.8% | +7.5% | +6.8% |
| 7D | +1.5% | -3.1% | +4.6% | +1.8% |
| 30D | -11.8% | +0.1% | -11.9% | -11.9% |
| 3M | -28.5% | +4.8% | -33.3% | -29.2% |
| 6M | -27.0% | +48.9% | -76.0% | -30.7% |
| YTD | -53.1% | +5.3% | -58.4% | -53.8% |
| 1Y | -52.8% | +12.5% | -65.3% | -53.9% |
| 3Y | -37.5% | +17.0% | -54.5% | -40.6% |
| 5Y | -71.1% | -35.4% | -35.7% | -71.5% |
| 10Y | -52.0% | +434.6% | -486.6% | -61.9% |
| All | +247.6% | +7,214.4% | -6,966.8% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling