+40.9%
BP vs RGEN
+37.5%
+3.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.8% | +1.6% |
| 7D | +4.0% | -4.6% | +8.5% | +3.6% |
| 30D | +7.8% | +1.2% | +6.7% | +7.9% |
| 3M | +8.4% | +26.8% | -18.5% | +10.1% |
| 6M | +15.1% | +29.1% | -14.0% | +17.2% |
| YTD | +36.4% | +0.7% | +35.7% | +41.5% |
| 1Y | +40.9% | +39.1% | +1.8% | +41.4% |
| All | +40.9% | +37.5% | +3.4% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling