+12,882.1%
BLK vs REGN
+9,609.1%
+3,273.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -3.3% | -5.6% | +2.3% | -2.5% |
| 30D | -6.5% | -2.0% | -4.6% | -6.3% |
| 3M | +6.7% | +28.0% | -21.2% | +2.9% |
| 6M | +14.7% | +1.2% | +13.6% | +14.2% |
| YTD | +2.5% | +1.6% | +0.9% | +1.8% |
| 1Y | -2.8% | +38.2% | -41.0% | -7.9% |
| 3Y | +65.9% | -5.4% | +71.2% | +64.2% |
| 5Y | +33.0% | +21.3% | +11.7% | +26.2% |
| 10Y | +281.2% | +105.2% | +176.0% | +229.4% |
| All | +12,882.1% | +9,609.1% | +3,273.0% | +6,487.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling