+7,547.2%
RGEN vs SNY
+241.9%
+7,305.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.4% | -3.3% | +1.9% | -0.1% |
| 30D | -0.3% | -2.2% | +1.8% | +0.5% |
| 3M | +23.9% | -3.0% | +26.9% | +25.3% |
| 6M | +38.5% | +2.7% | +35.8% | +36.7% |
| YTD | +0.8% | -6.8% | +7.7% | +3.2% |
| 1Y | +38.2% | -5.3% | +43.5% | +40.6% |
| 3Y | +1.3% | -9.8% | +11.1% | +2.2% |
| 5Y | -44.0% | +9.7% | -53.7% | -48.9% |
| 10Y | +413.1% | +64.5% | +348.6% | +293.2% |
| All | +7,547.2% | +241.9% | +7,305.3% | +4,074.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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