+91.9%
EMR vs RGEN
-34.8%
+126.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +3.8% |
| 7D | +2.1% | +3.5% | -1.3% | +1.5% |
| 30D | +4.8% | +2.9% | +1.8% | +4.1% |
| 3M | +7.5% | +9.2% | -1.7% | +5.2% |
| 6M | +20.9% | +44.9% | -24.1% | +11.3% |
| YTD | +29.2% | +9.2% | +20.0% | +25.0% |
| 1Y | +33.0% | +25.3% | +7.7% | +25.6% |
| 3Y | +109.8% | +21.7% | +88.0% | +93.6% |
| 5Y | +91.9% | -34.5% | +126.4% | +64.5% |
| All | +91.9% | -34.8% | +126.8% | +64.5% |
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 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