+19.7%
QCOM vs RGEN
-37.9%
+57.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.9% | +1.4% |
| 7D | +13.0% | -1.2% | +14.2% | +13.4% |
| 30D | +0.2% | -5.1% | +5.2% | +1.9% |
| 3M | +9.2% | +0.5% | +8.7% | +8.7% |
| 6M | -15.0% | +46.6% | -61.6% | -25.2% |
| YTD | +5.2% | +1.6% | +3.6% | +2.5% |
| 1Y | +2.4% | +5.4% | -3.0% | -1.4% |
| 3Y | +52.0% | +12.8% | +39.1% | +35.8% |
| 5Y | +19.7% | -35.6% | +55.3% | +14.9% |
| All | +19.7% | -37.9% | +57.6% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling