-42.8%
RGEN vs BWA
+88.6%
-131.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | -0.9% | +4.3% | -5.2% | -2.5% |
| 30D | +2.8% | -2.9% | +5.7% | +3.7% |
| 3M | +34.5% | -12.4% | +46.9% | +40.6% |
| 6M | +40.5% | +28.6% | +11.9% | +23.6% |
| YTD | +2.8% | +48.2% | -45.4% | -17.9% |
| 1Y | +39.6% | +50.9% | -11.3% | +10.1% |
| 3Y | +4.4% | +72.2% | -67.8% | -25.9% |
| 5Y | -42.8% | +91.1% | -133.8% | -65.1% |
| All | -42.8% | +88.6% | -131.4% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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