-2.0%
STZ vs RGEN
+39.0%
-40.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.8% | -0.6% |
| 7D | +11.8% | -10.7% | +22.5% | +12.1% |
| 30D | +26.0% | -3.6% | +29.6% | +25.8% |
| 3M | +11.5% | +6.2% | +5.3% | +9.0% |
| 6M | -2.0% | +34.1% | -36.1% | -7.0% |
| All | -2.0% | +39.0% | -40.9% | -7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling