-1.5%
BAC vs RGEN
+19.5%
-21.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +1.5% | -3.5% | +5.0% | +2.0% |
| 30D | -4.4% | -6.0% | +1.6% | -3.8% |
| 3M | -17.5% | +19.0% | -36.5% | -20.2% |
| 6M | -0.1% | +50.7% | -50.8% | -8.1% |
| YTD | -4.6% | +8.8% | -13.4% | -5.1% |
| 1Y | -1.5% | +21.3% | -22.8% | -5.4% |
| All | -1.5% | +19.5% | -21.1% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling