+16.6%
EMR vs RGEN
+45.2%
-28.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -1.5% | -4.9% | +3.4% | -0.3% |
| 30D | -5.6% | +5.7% | -11.3% | -7.1% |
| 3M | +7.9% | +32.4% | -24.5% | -0.6% |
| 6M | +6.0% | +33.2% | -27.2% | -3.4% |
| YTD | +16.4% | +2.3% | +14.2% | +13.5% |
| 1Y | +16.6% | +39.0% | -22.4% | +12.1% |
| All | +16.6% | +45.2% | -28.6% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling