+17.7%
NXPI vs RGEN
-42.7%
+60.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +0.7% | -0.9% | +1.5% | +0.9% |
| 30D | -6.6% | +2.8% | -9.4% | -7.6% |
| 3M | -25.4% | +34.5% | -59.9% | -33.1% |
| 6M | +11.9% | +40.5% | -28.5% | -2.6% |
| YTD | +4.0% | +2.8% | +1.2% | +0.8% |
| 1Y | +1.0% | +39.6% | -38.6% | -12.8% |
| 3Y | +16.3% | +4.4% | +11.9% | +5.4% |
| 5Y | +17.7% | -42.8% | +60.5% | +14.3% |
| All | +17.7% | -42.7% | +60.4% | +14.3% |
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