-3.5%
BA vs REGN
+21.6%
-25.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -1.2% | -5.2% | +4.0% | -0.1% |
| 30D | -11.3% | +0.1% | -11.4% | -11.4% |
| 3M | -3.8% | +31.2% | -35.0% | -9.0% |
| 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% | -17.5% |
| 3Y | -2.3% | -1.9% | -0.4% | -3.9% |
| 5Y | -3.5% | +26.2% | -29.7% | -11.1% |
| All | -3.5% | +21.6% | -25.1% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling