+874.4%
BAX vs RGEN
+1,634.9%
-760.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.4% |
| 7D | +12.1% | -1.9% | +14.1% | +12.2% |
| 30D | +7.6% | +3.7% | +3.8% | +7.4% |
| 3M | -4.5% | +8.8% | -13.3% | -4.8% |
| 6M | +52.0% | +38.0% | +14.1% | +50.0% |
| YTD | +35.1% | +5.9% | +29.3% | +34.6% |
| 1Y | +43.7% | +19.7% | +24.0% | +42.5% |
| 3Y | -20.9% | +20.5% | -41.5% | -22.0% |
| 5Y | -63.5% | -35.0% | -28.6% | -63.7% |
| 10Y | -36.0% | +540.9% | -576.9% | -40.1% |
| All | +874.4% | +1,634.9% | -760.5% | +695.4% |
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 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