+135.7%
BP vs RGEN
+450.6%
-314.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.8% | -3.1% | +2.4% | -0.6% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +6.2% | +4.8% | +1.4% | +5.7% |
| 6M | +4.8% | +48.9% | -44.1% | +2.2% |
| YTD | +35.2% | +5.3% | +29.8% | +34.3% |
| 1Y | +27.4% | +12.5% | +14.9% | +26.0% |
| 3Y | +49.8% | +17.0% | +32.8% | +45.9% |
| 5Y | +109.4% | -35.4% | +144.7% | +106.5% |
| 10Y | +135.7% | +434.6% | -298.9% | +87.6% |
| All | +135.7% | +450.6% | -314.9% | +87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling