-100.0%
VIVK vs RGEN
+3,237.2%
-3,337.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.6% |
| 7D | +13.1% | -0.9% | +13.9% | +13.2% |
| 30D | -29.7% | +2.8% | -32.5% | -30.0% |
| 3M | -93.0% | +34.5% | -127.4% | -93.3% |
| 6M | -98.0% | +40.5% | -138.4% | -98.1% |
| YTD | -97.8% | +2.8% | -100.6% | -97.8% |
| 1Y | -100.0% | +39.6% | -139.6% | -100.0% |
| 3Y | -100.0% | +4.4% | -104.4% | -100.0% |
| 5Y | -100.0% | -42.8% | -57.2% | -100.0% |
| 10Y | -100.0% | +406.7% | -506.7% | -100.0% |
| All | -100.0% | +3,237.2% | -3,337.2% | -100.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling