-2.6%
BDX vs RGEN
-44.2%
+41.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -5.4% | -2.9% | -2.5% | -5.0% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +20.1% | +25.9% | -5.9% | +16.0% |
| 6M | +9.1% | +35.2% | -26.2% | +4.0% |
| YTD | +17.9% | +0.5% | +17.4% | +16.7% |
| 1Y | +22.1% | +37.0% | -14.9% | +15.8% |
| 3Y | -10.5% | +2.0% | -12.6% | -14.2% |
| 5Y | -2.6% | -44.2% | +41.6% | -6.4% |
| All | -2.6% | -44.2% | +41.6% | -6.4% |
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