-13.3%
BKNG vs REGN
+43.8%
-57.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.9% |
| 7D | +12.2% | +10.3% | +1.9% | +9.8% |
| 30D | +7.0% | +22.2% | -15.2% | +2.6% |
| 3M | -18.3% | +17.6% | -35.9% | -21.0% |
| 6M | +1.1% | +28.9% | -27.8% | -4.6% |
| YTD | -20.7% | +17.4% | -38.1% | -24.5% |
| 1Y | -13.3% | +40.9% | -54.2% | -18.5% |
| All | -13.3% | +43.8% | -57.1% | -18.5% |
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