+3,786.4%
RGEN vs EXEL
+273.2%
+3,513.2%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -4.9% | +8.4% | -13.3% | -6.3% |
| 30D | +5.7% | +4.1% | +1.6% | +4.8% |
| 3M | +32.4% | +12.4% | +20.0% | +29.6% |
| 6M | +33.2% | +41.5% | -8.4% | +24.8% |
| YTD | +2.3% | +34.6% | -32.4% | -3.4% |
| 1Y | +39.0% | +57.9% | -18.9% | +27.2% |
| 3Y | -4.6% | +159.5% | -164.1% | -21.7% |
| 5Y | -42.7% | +198.5% | -241.2% | -54.3% |
| 10Y | +433.6% | +411.4% | +22.2% | +265.0% |
| All | +3,786.4% | +273.2% | +3,513.2% | +1,508.4% |
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