+142.2%
BP vs RGEN
+415.2%
-273.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +3.8% | -3.3% | +7.1% | +4.0% |
| 30D | -5.3% | -5.8% | +0.5% | -5.1% |
| 3M | +9.3% | +0.2% | +9.1% | +9.0% |
| 6M | +7.2% | +56.8% | -49.5% | +4.3% |
| YTD | +38.0% | +2.4% | +35.6% | +37.3% |
| 1Y | +33.2% | +11.4% | +21.8% | +31.8% |
| 3Y | +50.3% | +15.2% | +35.1% | +46.5% |
| 5Y | +114.1% | -35.1% | +149.2% | +111.0% |
| All | +142.2% | +415.2% | -273.0% | +92.1% |
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 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