+33.9%
NXPI vs RGEN
-35.9%
+69.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.9% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | +15.0% | +0.1% | +14.9% | +14.9% |
| 3M | +12.6% | +6.6% | +5.9% | +9.4% |
| 6M | -10.6% | +40.9% | -51.5% | -21.8% |
| YTD | +22.1% | +6.2% | +15.9% | +16.4% |
| 1Y | +29.8% | +19.4% | +10.3% | +18.3% |
| 3Y | +47.8% | +17.9% | +29.9% | +28.7% |
| 5Y | +33.9% | -34.0% | +67.9% | +24.3% |
| All | +33.9% | -35.9% | +69.7% | +24.3% |
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