+50,186.6%
QCOM vs RGEN
+1,214.5%
+48,972.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +3.3% | -4.9% | +8.2% | +3.7% |
| 30D | +7.7% | +5.7% | +2.0% | +7.3% |
| 3M | -30.1% | +32.4% | -62.5% | -31.6% |
| 6M | +22.8% | +33.2% | -10.3% | +20.0% |
| YTD | +0.2% | +2.3% | -2.1% | -0.3% |
| 1Y | +7.9% | +39.0% | -31.1% | +4.9% |
| 3Y | +55.8% | -4.6% | +60.5% | +53.9% |
| 5Y | +30.1% | -42.7% | +72.8% | +31.3% |
| 10Y | +248.9% | +433.6% | -184.7% | +211.9% |
| All | +50,186.6% | +1,214.5% | +48,972.1% | +44,033.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling