-44.2%
RGEN vs VICR
+42.6%
-86.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | +0.4% |
| 7D | -2.9% | -0.4% | -2.5% | -2.9% |
| 30D | -0.1% | -15.6% | +15.5% | +2.9% |
| 3M | +25.9% | -35.4% | +61.3% | +33.3% |
| 6M | +35.2% | +1.3% | +33.9% | +22.1% |
| YTD | +0.5% | +62.5% | -62.0% | -21.2% |
| 1Y | +37.0% | +255.5% | -218.5% | -15.1% |
| 3Y | +2.0% | +182.0% | -180.0% | -38.2% |
| 5Y | -44.2% | +42.9% | -87.1% | -63.1% |
| All | -44.2% | +42.6% | -86.8% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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