+889.2%
XLV vs RGEN
+11,913.1%
-11,023.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -1.4% | -2.1% | -3.5% |
| 30D | -1.8% | -0.3% | -1.5% | -1.8% |
| 3M | +7.8% | +23.9% | -16.1% | +5.9% |
| 6M | +9.1% | +38.5% | -29.4% | +6.2% |
| YTD | +7.7% | +0.8% | +6.9% | +7.1% |
| 1Y | +20.4% | +38.2% | -17.8% | +16.9% |
| 3Y | +30.8% | +1.3% | +29.5% | +27.9% |
| 5Y | +34.6% | -44.0% | +78.6% | +34.8% |
| 10Y | +173.4% | +413.1% | -239.8% | +136.9% |
| All | +889.2% | +11,913.1% | -11,023.9% | +624.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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