+7,916.8%
BNY vs RGEN
+1,550.5%
+6,366.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | +0.3% | -4.6% | +4.9% | +0.5% |
| 30D | +1.9% | +1.2% | +0.8% | +1.8% |
| 3M | +13.9% | +26.8% | -12.9% | +12.4% |
| 6M | +42.3% | +29.1% | +13.3% | +40.1% |
| YTD | +41.8% | +0.7% | +41.1% | +41.3% |
| 1Y | +57.9% | +39.1% | +18.9% | +54.7% |
| 3Y | +290.7% | +2.2% | +288.5% | +284.3% |
| 5Y | +252.3% | -44.0% | +296.3% | +252.5% |
| 10Y | +412.8% | +412.7% | +0.1% | +358.8% |
| All | +7,916.8% | +1,550.5% | +6,366.3% | +5,929.4% |
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 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