-20.9%
BAX vs RGEN
+15.5%
-36.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | -0.2% |
| 7D | +12.1% | -1.9% | +14.1% | +12.7% |
| 30D | +7.6% | +3.7% | +3.8% | +6.4% |
| 3M | -4.5% | +8.8% | -13.3% | -7.2% |
| 6M | +52.0% | +38.0% | +14.1% | +37.8% |
| YTD | +35.1% | +5.9% | +29.3% | +29.9% |
| 1Y | +43.7% | +19.7% | +24.0% | +33.9% |
| 3Y | -20.9% | +20.5% | -41.5% | -30.2% |
| All | -20.9% | +15.5% | -36.4% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling