+16,073.1%
BN vs RGEN
+1,639.8%
+14,433.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.2% |
| 7D | +4.3% | -2.4% | +6.7% | +4.4% |
| 30D | +14.3% | +0.1% | +14.2% | +14.3% |
| 3M | -4.1% | +6.6% | -10.7% | -4.5% |
| 6M | -9.7% | +40.9% | -50.6% | -11.3% |
| YTD | -7.1% | +6.2% | -13.3% | -7.7% |
| 1Y | -7.4% | +19.4% | -26.9% | -8.4% |
| 3Y | +102.3% | +17.9% | +84.4% | +99.2% |
| 5Y | +35.9% | -34.0% | +70.0% | +35.7% |
| 10Y | +289.2% | +453.9% | -164.7% | +263.0% |
| All | +16,073.1% | +1,639.8% | +14,433.3% | +13,471.0% |
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