+138.3%
GOOGL vs RGEN
-44.2%
+182.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.8% | -2.9% | +0.1% | -2.3% |
| 30D | -3.2% | -0.1% | -3.1% | -3.3% |
| 3M | -6.6% | +25.9% | -32.6% | -11.5% |
| 6M | +8.5% | +35.2% | -26.8% | +0.8% |
| YTD | +6.5% | +0.5% | +6.0% | +4.8% |
| 1Y | +39.4% | +37.0% | +2.5% | +28.2% |
| 3Y | +146.2% | +2.0% | +144.2% | +130.8% |
| 5Y | +138.3% | -44.2% | +182.5% | +125.5% |
| All | +138.3% | -44.2% | +182.6% | +125.5% |
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