+1,376.8%
BAC vs RGEN
+1,576.0%
-199.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.1% | -4.9% | +6.0% | +1.4% |
| 30D | -0.4% | +5.7% | -6.1% | -0.8% |
| 3M | +16.9% | +32.4% | -15.5% | +14.8% |
| 6M | +26.6% | +33.2% | -6.6% | +24.2% |
| YTD | +15.8% | +2.3% | +13.5% | +15.2% |
| 1Y | +27.2% | +39.0% | -11.8% | +24.2% |
| 3Y | +132.4% | -4.6% | +137.0% | +129.4% |
| 5Y | +72.6% | -42.7% | +115.3% | +72.9% |
| 10Y | +389.7% | +433.6% | -43.9% | +333.3% |
| All | +1,376.8% | +1,576.0% | -199.2% | +1,001.5% |
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