+51.1%
NEM vs RGEN
+19.5%
+31.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +3.7% | -3.5% | +7.2% | +4.7% |
| 30D | +2.0% | -6.0% | +7.9% | +3.4% |
| 3M | +21.1% | +19.0% | +2.1% | +14.4% |
| 6M | +9.5% | +50.7% | -41.2% | -4.7% |
| YTD | +19.1% | +8.8% | +10.3% | +23.2% |
| 1Y | +51.1% | +21.3% | +29.8% | +49.3% |
| All | +51.1% | +19.5% | +31.6% | +49.3% |
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 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