+33.0%
BLK vs REGN
+21.2%
+11.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -3.3% | -5.6% | +2.3% | -2.1% |
| 30D | -6.5% | -2.0% | -4.6% | -6.2% |
| 3M | +6.7% | +28.0% | -21.2% | +1.1% |
| 6M | +14.7% | +1.2% | +13.6% | +14.0% |
| YTD | +2.5% | +1.6% | +0.9% | +1.5% |
| 1Y | -2.8% | +38.2% | -41.0% | -11.0% |
| 3Y | +65.9% | -5.4% | +71.2% | +64.0% |
| All | +33.0% | +21.2% | +11.9% | +14.8% |
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