+1.3%
RGEN vs MKTX
-25.3%
+26.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -0.3% | +0.7% | -1.0% | -0.4% |
| 3M | +23.9% | +40.8% | -16.9% | +20.4% |
| 6M | +38.5% | -8.0% | +46.5% | +39.4% |
| YTD | +0.8% | -8.7% | +9.5% | +1.4% |
| 1Y | +38.2% | -11.8% | +50.1% | +39.5% |
| 3Y | +1.3% | -24.0% | +25.3% | +2.2% |
| All | +1.3% | -25.3% | +26.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling