+72.7%
BAC vs REGN
+23.0%
+49.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | -0.3% | -6.0% | +5.7% | +0.9% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | +15.3% | +32.0% | -16.7% | +9.2% |
| 6M | +30.2% | +3.0% | +27.1% | +28.9% |
| YTD | +15.6% | +3.2% | +12.4% | +14.2% |
| 1Y | +27.5% | +43.4% | -16.0% | +17.0% |
| 3Y | +137.0% | -3.6% | +140.6% | +134.5% |
| All | +72.7% | +23.0% | +49.7% | +52.4% |
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