+898.2%
BAX vs RGEN
+1,639.8%
-741.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | +3.6% | -2.4% | +6.1% | +3.7% |
| 30D | +8.5% | +0.1% | +8.4% | +8.5% |
| 3M | -4.9% | +6.6% | -11.5% | -5.2% |
| 6M | +47.0% | +40.9% | +6.1% | +44.9% |
| YTD | +38.4% | +6.2% | +32.3% | +37.8% |
| 1Y | +49.1% | +19.4% | +29.7% | +47.8% |
| 3Y | -14.9% | +17.9% | -32.8% | -16.0% |
| 5Y | -63.1% | -34.0% | -29.1% | -63.2% |
| 10Y | -35.6% | +453.9% | -489.5% | -39.5% |
| All | +898.2% | +1,639.8% | -741.6% | +714.8% |
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