-65.8%
BAX vs RGEN
-42.4%
-23.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -1.1% | -4.9% | +3.8% | -0.3% |
| 30D | -5.5% | +5.7% | -11.1% | -6.5% |
| 3M | +33.5% | +32.4% | +1.1% | +26.3% |
| 6M | +35.9% | +33.2% | +2.7% | +27.9% |
| YTD | +35.4% | +2.3% | +33.1% | +33.0% |
| 1Y | +9.8% | +39.0% | -29.2% | +2.4% |
| 3Y | -32.7% | -4.6% | -28.1% | -35.7% |
| All | -65.8% | -42.4% | -23.4% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling