+15.7%
BABA vs RGEN
+457.6%
-441.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.2% | -1.9% |
| 7D | +2.4% | -2.4% | +4.8% | +2.8% |
| 30D | -7.8% | +0.1% | -7.8% | -8.0% |
| 3M | -22.4% | +6.6% | -29.0% | -24.1% |
| 6M | -26.0% | +40.9% | -66.9% | -33.0% |
| YTD | -29.3% | +6.2% | -35.5% | -31.8% |
| 1Y | -37.5% | +19.4% | -57.0% | -41.7% |
| 3Y | +31.9% | +17.9% | +14.0% | +17.0% |
| 5Y | -33.4% | -34.0% | +0.6% | -36.0% |
| 10Y | +15.7% | +453.9% | -438.2% | -39.0% |
| All | +15.7% | +457.6% | -441.9% | -39.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling