-12.8%
BKNG vs REGN
+46.5%
-59.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.7% |
| 7D | -6.0% | +4.2% | -10.2% | -6.4% |
| 30D | -6.6% | +7.8% | -14.5% | -7.4% |
| 3M | +15.7% | +31.8% | -16.1% | +12.6% |
| 6M | +14.1% | +5.4% | +8.8% | +12.1% |
| YTD | -9.3% | +7.7% | -17.0% | -11.2% |
| 1Y | -12.8% | +46.7% | -59.4% | -12.9% |
| All | -12.8% | +46.5% | -59.2% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling