+4,350.5%
EMR vs RGEN
+1,689.4%
+2,661.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.1% | +1.3% | +4.3% |
| 7D | +2.1% | +3.5% | -1.3% | +2.0% |
| 30D | +4.8% | +2.9% | +1.8% | +4.6% |
| 3M | +7.5% | +9.2% | -1.7% | +7.0% |
| 6M | +20.9% | +44.9% | -24.1% | +18.6% |
| YTD | +29.2% | +9.2% | +20.0% | +28.3% |
| 1Y | +33.0% | +25.3% | +7.7% | +31.3% |
| 3Y | +109.8% | +21.7% | +88.0% | +106.1% |
| 5Y | +91.9% | -34.5% | +126.4% | +91.3% |
| 10Y | +301.5% | +478.9% | -177.4% | +266.7% |
| All | +4,350.5% | +1,689.4% | +2,661.1% | +3,343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling