+376.5%
FIS vs RGEN
+7,001.7%
-6,625.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | +1.1% | -4.9% | +6.0% | +1.6% |
| 30D | -2.2% | +5.7% | -7.9% | -2.9% |
| 3M | +2.1% | +32.4% | -30.3% | -1.3% |
| 6M | -14.7% | +33.2% | -47.9% | -17.8% |
| YTD | -35.7% | +2.3% | -38.0% | -36.3% |
| 1Y | -37.1% | +39.0% | -76.1% | -39.9% |
| 3Y | -20.0% | -4.6% | -15.4% | -22.3% |
| 5Y | -62.1% | -42.7% | -19.4% | -62.1% |
| 10Y | -37.4% | +433.6% | -471.0% | -50.1% |
| All | +376.5% | +7,001.7% | -6,625.2% | +173.1% |
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