-28.3%
BABA vs RGEN
-35.1%
+6.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.6% |
| 7D | +11.6% | -1.9% | +13.6% | +12.0% |
| 30D | +2.3% | +3.7% | -1.5% | +1.2% |
| 3M | -13.7% | +8.8% | -22.5% | -15.9% |
| 6M | -21.9% | +38.0% | -59.9% | -28.8% |
| YTD | -24.6% | +5.9% | -30.5% | -27.1% |
| 1Y | -34.1% | +19.7% | -53.8% | -38.4% |
| 3Y | +36.3% | +20.5% | +15.7% | +19.5% |
| All | -28.3% | -35.1% | +6.8% | -42.6% |
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