+31.9%
NXPI vs RGEN
+19.5%
+12.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +5.3% | -3.5% | +8.8% | +5.6% |
| 30D | +9.5% | -6.0% | +15.5% | +9.9% |
| 3M | +12.0% | +19.0% | -6.9% | +11.0% |
| 6M | -8.1% | +50.7% | -58.9% | -10.9% |
| YTD | +23.7% | +8.8% | +14.9% | +29.4% |
| 1Y | +31.9% | +21.3% | +10.6% | +36.2% |
| All | +31.9% | +19.5% | +12.4% | +36.2% |
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