+65.9%
BLK vs RGEN
+2.2%
+63.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.6% |
| 7D | -3.3% | -1.4% | -1.9% | -3.0% |
| 30D | -6.5% | -0.3% | -6.2% | -6.6% |
| 3M | +6.7% | +23.9% | -17.1% | +2.1% |
| 6M | +14.7% | +38.5% | -23.8% | +6.8% |
| YTD | +2.5% | +0.8% | +1.7% | +1.2% |
| 1Y | -2.8% | +38.2% | -41.0% | -10.1% |
| 3Y | +65.9% | +1.3% | +64.6% | +61.5% |
| All | +65.9% | +2.2% | +63.7% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling