+23.3%
BA vs REGN
+129.0%
-105.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | +5.7% | -6.7% | -2.1% |
| 30D | -7.1% | +22.8% | -29.9% | -10.8% |
| 3M | -25.5% | +18.7% | -44.2% | -28.1% |
| 6M | -28.7% | +33.1% | -61.8% | -32.8% |
| YTD | -21.0% | +24.3% | -45.3% | -24.7% |
| 1Y | -11.9% | +38.2% | -50.0% | -17.8% |
| 3Y | -16.2% | +21.1% | -37.2% | -21.1% |
| 5Y | -22.4% | +52.8% | -75.2% | -30.8% |
| All | +23.3% | +129.0% | -105.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 10y: compounded portfolio wealth divided by compounded REGN 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…
10y analysis · Full analysis span regression · 6 months rolling