+44.9%
AMZN vs RGEN
-44.3%
+89.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | -1.0% | -4.6% | +3.6% | +0.1% |
| 30D | -9.2% | +1.2% | -10.4% | -9.7% |
| 3M | +3.4% | +26.8% | -23.5% | -3.5% |
| 6M | +18.2% | +29.1% | -10.8% | +9.1% |
| YTD | +9.3% | +0.7% | +8.6% | +7.3% |
| 1Y | +5.9% | +39.1% | -33.1% | -5.1% |
| 3Y | +82.6% | +2.2% | +80.3% | +68.7% |
| 5Y | +44.9% | -44.0% | +88.9% | +37.1% |
| All | +44.9% | -44.3% | +89.2% | +37.1% |
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