+4.5%
GOOGL vs RGEN
+9.1%
-4.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.3% |
| 7D | +5.7% | -1.2% | +6.9% | +5.8% |
| 30D | -15.6% | -5.1% | -10.5% | -15.1% |
| 3M | -13.0% | +0.5% | -13.5% | -13.6% |
| 6M | -22.8% | +46.6% | -69.4% | -30.1% |
| YTD | -4.4% | +1.6% | -6.0% | -4.3% |
| 1Y | +4.5% | +5.4% | -0.9% | +2.1% |
| All | +4.5% | +9.1% | -4.7% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling