+32.0%
EMR vs RGEN
+8.1%
+23.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | +2.8% | -3.3% | +6.1% | +3.8% |
| 30D | +3.7% | -5.8% | +9.5% | +5.2% |
| 3M | +2.0% | +0.2% | +1.8% | +1.0% |
| 6M | +22.1% | +56.8% | -34.7% | +2.7% |
| YTD | +27.2% | +2.4% | +24.8% | +29.9% |
| 1Y | +32.0% | +11.4% | +20.6% | +29.5% |
| All | +32.0% | +8.1% | +23.9% | +29.5% |
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