+18.8%
BX vs RGEN
-44.3%
+63.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.0% |
| 7D | -5.7% | -4.6% | -1.1% | -4.2% |
| 30D | -8.9% | +1.2% | -10.0% | -9.3% |
| 3M | +8.4% | +26.8% | -18.4% | -0.7% |
| 6M | +18.9% | +29.1% | -10.1% | +7.7% |
| YTD | -13.6% | +0.7% | -14.4% | -15.3% |
| 1Y | -22.4% | +39.1% | -61.5% | -32.5% |
| 3Y | +26.0% | +2.2% | +23.8% | +14.9% |
| 5Y | +18.8% | -44.0% | +62.8% | +20.2% |
| All | +18.8% | -44.3% | +63.1% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling