-2.2%
BA vs REGN
-1.1%
-1.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.2% | -5.2% | +4.0% | -0.2% |
| 30D | -11.3% | +0.1% | -11.4% | -11.4% |
| 3M | -3.8% | +31.2% | -35.0% | -8.6% |
| 6M | -8.3% | +3.6% | -11.9% | -9.3% |
| YTD | -4.9% | +5.0% | -10.0% | -6.4% |
| 1Y | -10.1% | +45.9% | -55.9% | -16.8% |
| All | -2.2% | -1.1% | -1.1% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling