+242.6%
QCOM vs RGEN
+415.2%
-172.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -2.9% |
| 7D | +4.3% | -3.3% | +7.6% | +5.3% |
| 30D | -0.1% | -5.8% | +5.8% | +1.9% |
| 3M | +5.2% | +0.2% | +5.1% | +4.8% |
| 6M | -18.4% | +56.8% | -75.1% | -29.8% |
| YTD | +2.4% | +2.4% | 0.0% | -0.5% |
| 1Y | +0.9% | +11.4% | -10.5% | -4.5% |
| 3Y | +48.4% | +15.2% | +33.2% | +31.1% |
| 5Y | +16.6% | -35.1% | +51.7% | +15.2% |
| All | +242.6% | +415.2% | -172.5% | +78.5% |
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