+216.5%
QCOM vs RGEN
+527.2%
-310.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.6% | +4.6% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | -6.6% | +3.7% | -10.4% | -7.5% |
| 3M | +3.7% | +8.8% | -5.1% | +0.8% |
| 6M | -13.3% | +38.0% | -51.3% | -22.6% |
| YTD | -1.8% | +5.9% | -7.7% | -5.4% |
| 1Y | -2.5% | +19.7% | -22.2% | -9.7% |
| 3Y | +47.0% | +20.5% | +26.4% | +28.3% |
| 5Y | +13.1% | -35.0% | +48.1% | +11.8% |
| All | +216.5% | +527.2% | -310.7% | +67.2% |
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 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