+4.0%
NDAQ vs RGEN
+45.2%
-41.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -2.4% | -4.9% | +2.5% | -2.0% |
| 30D | +2.5% | +5.7% | -3.2% | +1.8% |
| 3M | +9.9% | +32.4% | -22.5% | +6.7% |
| 6M | +9.4% | +33.2% | -23.8% | +5.7% |
| YTD | +0.4% | +2.3% | -1.9% | -0.8% |
| 1Y | +4.0% | +39.0% | -35.0% | +5.7% |
| All | +4.0% | +45.2% | -41.2% | +5.7% |
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