+156.8%
BITO vs REGN
-4.3%
+161.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -3.4% | -5.6% | +2.1% | -2.9% |
| 30D | +21.4% | -2.0% | +23.4% | +21.6% |
| 3M | +20.5% | +28.0% | -7.5% | +17.7% |
| 6M | +7.4% | +1.2% | +6.2% | +7.1% |
| YTD | -13.9% | +1.6% | -15.5% | -14.1% |
| 1Y | -35.1% | +38.2% | -73.3% | -36.6% |
| 3Y | +156.8% | -5.4% | +162.2% | +175.6% |
| All | +156.8% | -4.3% | +161.1% | +175.6% |
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