-42.8%
RGEN vs BUD
+45.2%
-87.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.9% |
| 7D | -0.9% | +0.8% | -1.6% | -1.2% |
| 30D | +2.8% | -4.8% | +7.6% | +4.9% |
| 3M | +34.5% | +1.4% | +33.1% | +33.3% |
| 6M | +40.5% | +9.9% | +30.6% | +33.7% |
| YTD | +2.8% | +26.3% | -23.5% | -8.6% |
| 1Y | +39.6% | +36.1% | +3.5% | +19.5% |
| 3Y | +4.4% | +48.6% | -44.2% | -16.2% |
| 5Y | -42.8% | +45.0% | -87.8% | -57.2% |
| All | -42.8% | +45.2% | -87.9% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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