+1,360.9%
BP vs RGEN
+1,639.8%
-278.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.1% |
| 7D | -6.3% | -2.4% | -3.9% | -6.3% |
| 30D | -3.6% | +0.1% | -3.7% | -3.6% |
| 3M | +5.2% | +6.6% | -1.4% | +4.9% |
| 6M | +5.3% | +40.9% | -35.6% | +4.0% |
| YTD | +33.1% | +6.2% | +27.0% | +32.4% |
| 1Y | +26.3% | +19.4% | +6.8% | +25.1% |
| 3Y | +47.5% | +17.9% | +29.6% | +45.3% |
| 5Y | +106.2% | -34.0% | +140.2% | +104.8% |
| 10Y | +127.0% | +453.9% | -326.9% | +109.7% |
| All | +1,360.9% | +1,639.8% | -278.9% | +1,055.8% |
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