-63.9%
BAX vs RGEN
-35.1%
-28.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | 0.0% |
| 7D | +12.1% | -1.9% | +14.1% | +12.5% |
| 30D | +7.6% | +3.7% | +3.8% | +6.7% |
| 3M | -4.5% | +8.8% | -13.3% | -6.4% |
| 6M | +52.0% | +38.0% | +14.1% | +41.9% |
| YTD | +35.1% | +5.9% | +29.3% | +31.5% |
| 1Y | +43.7% | +19.7% | +24.0% | +36.9% |
| 3Y | -20.9% | +20.5% | -41.5% | -26.7% |
| All | -63.9% | -35.1% | -28.7% | -67.4% |
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 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