+13,507.3%
GOOGL vs RGEN
+9,532.2%
+3,975.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -2.3% | -4.9% | +2.6% | -1.6% |
| 30D | -6.6% | +5.7% | -12.2% | -7.4% |
| 3M | -8.9% | +32.4% | -41.4% | -13.3% |
| 6M | +11.9% | +33.2% | -21.3% | +6.1% |
| YTD | +8.3% | +2.3% | +6.1% | +6.8% |
| 1Y | +46.2% | +39.0% | +7.2% | +37.1% |
| 3Y | +151.9% | -4.6% | +156.5% | +142.3% |
| 5Y | +137.7% | -42.7% | +180.4% | +138.7% |
| 10Y | +757.6% | +433.6% | +324.0% | +527.7% |
| All | +13,507.3% | +9,532.2% | +3,975.1% | +6,583.5% |
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 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