-35.1%
SNPS vs RGEN
+40.4%
-75.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -5.8% | +2.8% | -8.6% | -6.1% |
| 3M | -17.2% | +34.5% | -51.7% | -22.6% |
| 6M | -10.4% | +40.5% | -50.8% | -18.2% |
| YTD | -16.5% | +2.8% | -19.4% | -15.3% |
| All | -35.1% | +40.4% | -75.5% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling