+11,131.7%
FISV vs RGEN
+1,576.0%
+9,555.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -0.3% | -4.9% | +4.6% | -0.1% |
| 30D | -2.1% | +5.7% | -7.7% | -2.3% |
| 3M | -5.7% | +32.4% | -38.2% | -6.9% |
| 6M | -15.3% | +33.2% | -48.5% | -16.5% |
| YTD | -21.1% | +2.3% | -23.4% | -21.4% |
| 1Y | -61.1% | +39.0% | -100.1% | -61.7% |
| 3Y | -56.8% | -4.6% | -52.2% | -57.3% |
| 5Y | -54.2% | -42.7% | -11.5% | -54.1% |
| 10Y | +1.6% | +433.6% | -432.0% | -5.6% |
| All | +11,131.7% | +1,576.0% | +9,555.7% | +8,816.3% |
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