+129.8%
BP vs RGEN
+412.9%
-283.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.4% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | +9.1% | +2.8% | +6.3% | +8.9% |
| 3M | +3.9% | +34.5% | -30.6% | +2.1% |
| 6M | +13.6% | +40.5% | -26.8% | +11.1% |
| YTD | +34.0% | +2.8% | +31.2% | +33.5% |
| 1Y | +39.2% | +39.6% | -0.5% | +35.8% |
| 3Y | +36.4% | +4.4% | +32.0% | +33.8% |
| 5Y | +135.8% | -42.8% | +178.6% | +134.2% |
| All | +129.8% | +412.9% | -283.1% | +80.9% |
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