+277.4%
EMR vs RGEN
+402.3%
-124.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | +0.9% | -4.6% | +5.5% | +1.7% |
| 30D | -5.0% | +1.2% | -6.1% | -5.2% |
| 3M | +5.9% | +26.8% | -20.9% | +1.0% |
| 6M | +7.3% | +29.1% | -21.7% | +1.7% |
| YTD | +14.6% | +0.7% | +13.8% | +13.3% |
| 1Y | +15.6% | +39.1% | -23.4% | +7.9% |
| 3Y | +60.2% | +2.2% | +57.9% | +52.6% |
| 5Y | +65.8% | -44.0% | +109.8% | +66.1% |
| 10Y | +277.4% | +412.7% | -135.3% | +133.3% |
| All | +277.4% | +402.3% | -124.9% | +133.3% |
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