+23.9%
BABA vs RGEN
+780.7%
-756.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.0% | -1.7% | +0.7% |
| 7D | +11.6% | -1.9% | +13.6% | +12.0% |
| 30D | +2.3% | +3.7% | -1.5% | +1.3% |
| 3M | -13.7% | +8.8% | -22.5% | -15.7% |
| 6M | -21.9% | +38.0% | -59.9% | -28.3% |
| YTD | -24.6% | +5.9% | -30.5% | -27.1% |
| 1Y | -34.1% | +19.7% | -53.8% | -38.1% |
| 3Y | +36.3% | +20.5% | +15.7% | +21.9% |
| 5Y | -26.7% | -35.0% | +8.3% | -28.8% |
| 10Y | +19.2% | +540.9% | -521.7% | -29.1% |
| All | +23.9% | +780.7% | -756.8% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling