+211.4%
NXPI vs RGEN
+402.3%
-190.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.4% |
| 7D | -2.3% | -4.6% | +2.3% | -0.9% |
| 30D | -4.3% | +1.2% | -5.5% | -4.9% |
| 3M | -24.7% | +26.8% | -51.5% | -30.7% |
| 6M | +9.7% | +29.1% | -19.3% | -0.9% |
| YTD | +3.8% | +0.7% | +3.0% | +1.1% |
| 1Y | +1.6% | +39.1% | -37.5% | -11.2% |
| 3Y | +16.0% | +2.2% | +13.8% | +6.6% |
| 5Y | +16.1% | -44.0% | +60.1% | +19.4% |
| 10Y | +211.4% | +412.7% | -201.4% | +105.1% |
| All | +211.4% | +402.3% | -190.9% | +105.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling