+230.9%
QCOM vs RGEN
+508.6%
-277.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +2.7% |
| 7D | +5.8% | +3.5% | +2.3% | +4.9% |
| 30D | -2.3% | +2.9% | -5.2% | -2.9% |
| 3M | +2.7% | +9.2% | -6.5% | -0.3% |
| 6M | -21.0% | +44.9% | -66.0% | -30.6% |
| YTD | +1.8% | +9.2% | -7.4% | -2.9% |
| 1Y | +2.4% | +25.3% | -22.9% | -6.5% |
| 3Y | +52.1% | +21.7% | +30.4% | +32.3% |
| 5Y | +14.6% | -34.5% | +49.2% | +13.2% |
| 10Y | +230.9% | +478.9% | -248.0% | +68.9% |
| All | +230.9% | +508.6% | -277.8% | +68.9% |
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