+1,747.1%
NXPI vs RGEN
+4,594.7%
-2,847.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +1.9% | -4.9% | +6.8% | +3.1% |
| 30D | -1.4% | +5.7% | -7.1% | -2.8% |
| 3M | -29.1% | +32.4% | -61.5% | -34.1% |
| 6M | +6.2% | +33.2% | -27.0% | -2.5% |
| YTD | +5.9% | +2.3% | +3.6% | +3.4% |
| 1Y | +2.9% | +39.0% | -36.1% | -7.1% |
| 3Y | +14.5% | -4.6% | +19.1% | +9.4% |
| 5Y | +17.1% | -42.7% | +59.7% | +19.4% |
| 10Y | +193.4% | +433.6% | -240.2% | +102.5% |
| All | +1,747.1% | +4,594.7% | -2,847.6% | +896.6% |
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