+35.8%
BN vs RGEN
-42.7%
+78.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.1% | -2.7% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -10.9% | +2.8% | -13.7% | -11.7% |
| 3M | -11.1% | +34.5% | -45.5% | -18.8% |
| 6M | -4.4% | +40.5% | -44.8% | -14.3% |
| YTD | -14.1% | +2.8% | -17.0% | -16.2% |
| 1Y | -11.1% | +39.6% | -50.7% | -20.8% |
| 3Y | +75.6% | +4.4% | +71.2% | +61.6% |
| 5Y | +35.8% | -42.8% | +78.5% | +27.1% |
| All | +35.8% | -42.7% | +78.5% | +27.1% |
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 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