+875.9%
BAX vs RGEN
+1,576.0%
-700.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | -1.1% | -4.9% | +3.8% | -1.0% |
| 30D | -5.5% | +5.7% | -11.1% | -5.7% |
| 3M | +33.5% | +32.4% | +1.1% | +32.1% |
| 6M | +35.9% | +33.2% | +2.7% | +34.3% |
| YTD | +35.4% | +2.3% | +33.1% | +35.0% |
| 1Y | +9.8% | +39.0% | -29.2% | +8.3% |
| 3Y | -32.7% | -4.6% | -28.1% | -33.2% |
| 5Y | -65.6% | -42.7% | -22.9% | -65.5% |
| 10Y | -34.9% | +433.6% | -468.5% | -38.8% |
| All | +875.9% | +1,576.0% | -700.1% | +698.1% |
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 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