+3,790.8%
RGEN vs EXEL
+336.4%
+3,454.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -3.3% | -0.8% | -2.5% | -3.1% |
| 30D | -5.8% | +13.1% | -19.0% | -7.9% |
| 3M | +0.2% | +36.3% | -36.2% | -5.2% |
| 6M | +56.8% | +34.5% | +22.2% | +48.6% |
| YTD | +2.4% | +57.4% | -55.0% | -5.9% |
| 1Y | +11.4% | +62.9% | -51.5% | +1.7% |
| 3Y | +15.2% | +229.5% | -214.4% | -9.1% |
| 5Y | -35.1% | +281.2% | -316.3% | -50.3% |
| 10Y | +419.6% | +320.7% | +98.9% | +267.6% |
| All | +3,790.8% | +336.4% | +3,454.4% | +1,466.7% |
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