+967.7%
BX vs RGEN
+4,417.5%
-3,449.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -4.4% | -4.9% | +0.5% | -3.2% |
| 30D | +0.1% | +5.7% | -5.6% | -1.3% |
| 3M | +16.0% | +32.4% | -16.4% | +7.4% |
| 6M | +21.6% | +33.2% | -11.6% | +11.9% |
| YTD | -8.9% | +2.3% | -11.2% | -10.6% |
| 1Y | -16.6% | +39.0% | -55.6% | -24.8% |
| 3Y | +43.3% | -4.6% | +48.0% | +36.1% |
| 5Y | +25.7% | -42.7% | +68.4% | +29.4% |
| 10Y | +689.5% | +433.6% | +255.9% | +376.1% |
| All | +967.7% | +4,417.5% | -3,449.8% | +193.9% |
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