+39.9%
BKNG vs REGN
-4.3%
+44.2%
-33.4%
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% | +0.2% |
| 7D | -9.8% | -5.6% | -4.2% | -9.1% |
| 30D | -17.9% | -2.0% | -15.9% | -17.6% |
| 3M | +6.6% | +28.0% | -21.4% | +3.6% |
| 6M | +1.1% | +1.2% | -0.1% | +0.6% |
| YTD | -18.2% | +1.6% | -19.9% | -18.8% |
| 1Y | -20.2% | +38.2% | -58.4% | -23.5% |
| 3Y | +39.9% | -5.4% | +45.2% | +35.3% |
| All | +39.9% | -4.3% | +44.2% | +35.3% |
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