+60.7%
BMY vs REGN
+105.3%
-44.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -4.8% | -5.6% | +0.8% | -3.4% |
| 30D | -0.1% | -2.0% | +1.9% | +0.4% |
| 3M | +13.1% | +28.0% | -14.8% | +6.4% |
| 6M | +8.4% | +1.2% | +7.3% | +7.7% |
| YTD | +22.0% | +1.6% | +20.3% | +21.0% |
| 1Y | +40.3% | +38.2% | +2.0% | +28.7% |
| 3Y | +20.5% | -5.4% | +25.9% | +18.6% |
| 5Y | +23.7% | +21.3% | +2.4% | +12.5% |
| All | +60.7% | +105.3% | -44.6% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling