+254.0%
QCOM vs RGEN
+430.0%
-176.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | +3.3% | -4.9% | +8.2% | +4.9% |
| 30D | +7.7% | +5.7% | +2.0% | +5.9% |
| 3M | -30.1% | +32.4% | -62.5% | -36.4% |
| 6M | +22.8% | +33.2% | -10.3% | +10.8% |
| YTD | +0.2% | +2.3% | -2.1% | -2.3% |
| 1Y | +7.9% | +39.0% | -31.1% | -4.7% |
| 3Y | +55.8% | -4.6% | +60.5% | +45.3% |
| 5Y | +30.1% | -42.7% | +72.8% | +32.8% |
| All | +254.0% | +430.0% | -176.0% | +95.1% |
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