-28.4%
STZ vs RGEN
-36.7%
+8.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.8% | -0.1% |
| 7D | +11.8% | -10.7% | +22.5% | +12.9% |
| 30D | +26.0% | -3.6% | +29.6% | +26.2% |
| 3M | +11.5% | +6.2% | +5.3% | +10.3% |
| 6M | -2.0% | +34.1% | -36.1% | -5.7% |
| YTD | +7.9% | +2.8% | +5.0% | +6.4% |
| 1Y | +13.9% | +15.5% | -1.6% | +10.8% |
| 3Y | -35.8% | +12.1% | -47.9% | -39.0% |
| 5Y | -28.4% | -36.9% | +8.4% | -32.7% |
| All | -28.4% | -36.7% | +8.2% | -32.7% |
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