+6,457.6%
RGEN vs BNS
+1,476.3%
+4,981.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | -0.9% | +1.8% | -2.7% | -1.6% |
| 30D | +2.8% | +4.5% | -1.7% | +0.8% |
| 3M | +34.5% | +15.8% | +18.7% | +26.5% |
| 6M | +40.5% | +31.5% | +9.0% | +25.6% |
| YTD | +2.8% | +28.6% | -25.8% | -7.2% |
| 1Y | +39.6% | +48.2% | -8.6% | +19.0% |
| 3Y | +4.4% | +130.8% | -126.4% | -25.2% |
| 5Y | -42.8% | +94.9% | -137.6% | -56.2% |
| 10Y | +406.7% | +179.6% | +227.1% | +227.8% |
| All | +6,457.6% | +1,476.3% | +4,981.3% | +1,819.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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