+280.4%
EMR vs RGEN
+415.2%
-134.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | +2.8% | -3.3% | +6.1% | +3.5% |
| 30D | +3.7% | -5.8% | +9.5% | +4.7% |
| 3M | +2.0% | +0.2% | +1.8% | +1.6% |
| 6M | +22.1% | +56.8% | -34.7% | +11.7% |
| YTD | +27.2% | +2.4% | +24.8% | +25.0% |
| 1Y | +32.0% | +11.4% | +20.6% | +27.8% |
| 3Y | +103.3% | +15.2% | +88.1% | +90.5% |
| 5Y | +88.2% | -35.1% | +123.3% | +83.9% |
| All | +280.4% | +415.2% | -134.8% | +147.2% |
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