+116.0%
INTC vs RGEN
-44.3%
+160.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +2.2% |
| 7D | +18.0% | -4.6% | +22.5% | +19.2% |
| 30D | +8.9% | +1.2% | +7.8% | +8.5% |
| 3M | -1.6% | +26.8% | -28.4% | -8.0% |
| 6M | +133.1% | +29.1% | +104.0% | +115.4% |
| YTD | +187.9% | +0.7% | +187.2% | +182.9% |
| 1Y | +334.7% | +39.1% | +295.6% | +294.4% |
| 3Y | +184.2% | +2.2% | +181.9% | +165.0% |
| 5Y | +116.0% | -44.0% | +160.0% | +97.9% |
| All | +116.0% | -44.3% | +160.3% | +97.9% |
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 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