+851.5%
BX vs RGEN
+4,422.6%
-3,571.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +0.6% | -3.3% | +3.9% | +1.4% |
| 30D | +14.2% | -5.8% | +20.1% | +15.8% |
| 3M | -18.7% | +0.2% | -18.9% | -19.3% |
| 6M | +2.5% | +56.8% | -54.3% | -9.8% |
| YTD | -18.8% | +2.4% | -21.2% | -20.8% |
| 1Y | -10.3% | +11.4% | -21.8% | -14.4% |
| 3Y | +35.4% | +15.2% | +20.2% | +23.3% |
| 5Y | +0.3% | -35.1% | +35.4% | +0.1% |
| 10Y | +668.4% | +419.6% | +248.7% | +364.8% |
| All | +851.5% | +4,422.6% | -3,571.1% | +160.3% |
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