+120.2%
NEM vs RGEN
-35.5%
+155.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.3% |
| 7D | -6.4% | -3.3% | -3.1% | -6.0% |
| 30D | +1.4% | -5.8% | +7.3% | +2.2% |
| 3M | -0.7% | +0.2% | -0.9% | -1.0% |
| 6M | -4.5% | +56.8% | -61.2% | -10.2% |
| YTD | +14.0% | +2.4% | +11.6% | +12.6% |
| 1Y | +27.3% | +11.4% | +15.8% | +24.4% |
| 3Y | +250.5% | +15.2% | +235.3% | +235.2% |
| All | +120.2% | -35.5% | +155.6% | +115.4% |
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