-44.2%
RGEN vs BG
+88.4%
-132.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -2.9% | +3.7% | -6.6% | -3.6% |
| 30D | -0.1% | +12.3% | -12.4% | -2.6% |
| 3M | +25.9% | -2.2% | +28.2% | +26.2% |
| 6M | +35.2% | +5.3% | +29.9% | +32.8% |
| YTD | +0.5% | +42.4% | -41.9% | -8.4% |
| 1Y | +37.0% | +55.2% | -18.2% | +21.9% |
| 3Y | +2.0% | +21.0% | -18.9% | -5.3% |
| 5Y | -44.2% | +87.1% | -131.3% | -51.1% |
| All | -44.2% | +88.4% | -132.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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