+14.8%
BND vs REGN
+105.3%
-90.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | -1.0% | -5.6% | +4.6% | -0.9% |
| 30D | -1.1% | -2.0% | +0.8% | -1.1% |
| 3M | -1.9% | +28.0% | -29.8% | -2.2% |
| 6M | -1.6% | +1.2% | -2.8% | -1.7% |
| YTD | -1.2% | +1.6% | -2.9% | -1.3% |
| 1Y | -0.7% | +38.2% | -39.0% | -1.2% |
| 3Y | +12.5% | -5.4% | +17.9% | +12.4% |
| 5Y | -2.5% | +21.3% | -23.8% | -2.8% |
| All | +14.8% | +105.3% | -90.4% | +15.6% |
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