+392.9%
BAC vs REGN
+105.3%
+287.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | 0.0% | -5.6% | +5.6% | +1.1% |
| 30D | -2.8% | -2.0% | -0.8% | -2.5% |
| 3M | +14.2% | +28.0% | -13.7% | +8.6% |
| 6M | +30.5% | +1.2% | +29.4% | +29.6% |
| YTD | +15.8% | +1.6% | +14.2% | +14.7% |
| 1Y | +26.2% | +38.2% | -12.1% | +16.6% |
| 3Y | +136.5% | -5.4% | +141.9% | +133.5% |
| 5Y | +75.9% | +21.3% | +54.7% | +62.3% |
| All | +392.9% | +105.3% | +287.6% | +271.7% |
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 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