-83.4%
FRMI vs RGEN
+22.3%
-105.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.6% |
| 7D | +10.9% | -2.9% | +13.8% | +10.5% |
| 30D | -24.3% | -0.1% | -24.2% | -24.0% |
| 3M | -21.8% | +25.9% | -47.7% | -17.0% |
| 6M | -33.0% | +35.2% | -68.3% | -28.7% |
| YTD | -32.6% | +0.5% | -33.1% | -30.1% |
| All | -83.4% | +22.3% | -105.7% | -80.2% |
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