+2,581.6%
RGEN vs BWA
+3,492.4%
-910.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.9% |
| 7D | -4.9% | +5.7% | -10.6% | -6.2% |
| 30D | +5.7% | +1.4% | +4.3% | +5.1% |
| 3M | +32.4% | -12.1% | +44.5% | +36.2% |
| 6M | +33.2% | +28.6% | +4.6% | +23.6% |
| YTD | +2.3% | +51.1% | -48.8% | -10.0% |
| 1Y | +39.0% | +55.9% | -16.9% | +21.2% |
| 3Y | -4.6% | +70.1% | -74.8% | -19.4% |
| 5Y | -42.7% | +90.7% | -133.4% | -53.4% |
| 10Y | +433.6% | +154.0% | +279.6% | +282.7% |
| All | +2,581.6% | +3,492.4% | -910.8% | +927.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling