+735.7%
GOOGL vs RGEN
+415.3%
+320.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.8% |
| 7D | -1.9% | -4.6% | +2.7% | -0.9% |
| 30D | -7.5% | +1.2% | -8.6% | -7.8% |
| 3M | -9.2% | +26.8% | -36.0% | -14.5% |
| 6M | +8.1% | +29.1% | -21.0% | +0.7% |
| YTD | +5.8% | +0.7% | +5.1% | +4.0% |
| 1Y | +38.3% | +39.1% | -0.7% | +25.8% |
| 3Y | +144.8% | +2.2% | +142.5% | +126.9% |
| 5Y | +132.5% | -44.0% | +176.5% | +135.7% |
| All | +735.7% | +415.3% | +320.4% | +403.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling