+7.5%
EMB vs RGEN
-35.5%
+42.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -0.9% | -3.3% | +2.4% | -0.7% |
| 30D | +0.4% | -5.8% | +6.2% | +0.7% |
| 3M | -3.1% | +0.2% | -3.3% | -3.4% |
| 6M | -2.1% | +56.8% | -58.8% | -5.7% |
| YTD | -1.1% | +2.4% | -3.5% | -1.9% |
| 1Y | -0.1% | +11.4% | -11.5% | -1.6% |
| 3Y | +29.6% | +15.2% | +14.4% | +24.8% |
| All | +7.5% | -35.5% | +42.9% | +4.0% |
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 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