+9,411.2%
INTC vs RGEN
+1,577.9%
+7,833.3%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | +6.0% | -3.3% | +9.3% | +6.3% |
| 30D | -39.2% | -5.8% | -33.4% | -38.8% |
| 3M | -42.9% | +0.2% | -43.1% | -42.9% |
| 6M | -50.4% | +56.8% | -107.2% | -52.0% |
| YTD | +61.7% | +2.4% | +59.3% | +61.0% |
| 1Y | +66.1% | +11.4% | +54.7% | +64.5% |
| 3Y | +58.1% | +15.2% | +43.0% | +54.9% |
| 5Y | +27.9% | -35.1% | +62.9% | +28.1% |
| 10Y | +111.1% | +419.6% | -308.5% | +86.9% |
| All | +9,411.2% | +1,577.9% | +7,833.3% | +6,026.4% |
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