-9.2%
VRSK vs RGEN
+19.5%
-28.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | +4.2% | -3.5% | +7.8% | +4.4% |
| 30D | +21.2% | -6.0% | +27.1% | +21.4% |
| 3M | +2.9% | +19.0% | -16.1% | +1.2% |
| 6M | +11.3% | +50.7% | -39.4% | +7.3% |
| YTD | -10.8% | +8.8% | -19.6% | -14.8% |
| 1Y | -9.2% | +21.3% | -30.4% | -12.8% |
| All | -9.2% | +19.5% | -28.7% | -12.8% |
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