+1,264.4%
BE vs REGN
+21.2%
+1,243.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +7.1% |
| 7D | +9.0% | -5.6% | +14.6% | +10.6% |
| 30D | +16.3% | -2.0% | +18.2% | +16.6% |
| 3M | +10.8% | +28.0% | -17.2% | +3.1% |
| 6M | +73.2% | +1.2% | +72.0% | +71.5% |
| YTD | +217.4% | +1.6% | +215.7% | +213.5% |
| 1Y | +309.8% | +38.2% | +271.6% | +265.5% |
| 3Y | +1,726.2% | -5.4% | +1,731.5% | +1,748.0% |
| All | +1,264.4% | +21.2% | +1,243.3% | +1,047.1% |
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