+40.3%
BP vs REGN
-4.3%
+44.7%
-30.6%
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 | +5.2% | -5.6% | +10.8% | +5.7% |
| 30D | +8.7% | -2.0% | +10.7% | +8.8% |
| 3M | +9.3% | +28.0% | -18.6% | +6.9% |
| 6M | +13.6% | +1.2% | +12.4% | +13.5% |
| YTD | +37.7% | +1.6% | +36.0% | +37.4% |
| 1Y | +40.6% | +38.2% | +2.4% | +34.4% |
| 3Y | +40.3% | -5.4% | +45.7% | +34.1% |
| All | +40.3% | -4.3% | +44.7% | +34.1% |
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