+3,902.8%
RGEN vs EXEL
+347.1%
+3,555.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -3.1% | -2.8% | -0.3% | -2.6% |
| 30D | +0.1% | +18.2% | -18.1% | -2.9% |
| 3M | +4.8% | +37.7% | -33.0% | -1.1% |
| 6M | +48.9% | +42.2% | +6.7% | +39.7% |
| YTD | +5.3% | +61.3% | -56.0% | -3.6% |
| 1Y | +12.5% | +64.5% | -52.0% | +2.5% |
| 3Y | +17.0% | +236.7% | -219.7% | -8.0% |
| 5Y | -35.4% | +296.3% | -331.7% | -50.8% |
| 10Y | +434.6% | +331.1% | +103.5% | +276.5% |
| All | +3,902.8% | +347.1% | +3,555.7% | +1,504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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