+31.4%
SNPS vs RGEN
-35.1%
+66.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.5% |
| 7D | -3.7% | -1.9% | -1.7% | -3.1% |
| 30D | -10.4% | +3.7% | -14.1% | -11.4% |
| 3M | +11.0% | +8.8% | +2.1% | +7.1% |
| 6M | -10.7% | +38.0% | -48.7% | -20.9% |
| YTD | -4.1% | +5.9% | -10.0% | -8.2% |
| 1Y | +13.7% | +19.7% | -6.0% | +4.5% |
| 3Y | -8.1% | +20.5% | -28.6% | -20.1% |
| All | +31.4% | -35.1% | +66.5% | +27.3% |
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 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