-11.9%
BA vs REGN
+40.6%
-52.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.5% | -0.1% |
| 7D | -1.1% | +5.7% | -6.7% | -1.9% |
| 30D | -7.1% | +22.8% | -29.9% | -10.3% |
| 3M | -25.5% | +18.7% | -44.2% | -27.6% |
| 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% | -14.7% |
| All | -11.9% | +40.6% | -52.5% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling