+1,178.1%
BP vs REGN
+3,605.8%
-2,427.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +4.0% | -5.2% | +9.2% | +4.3% |
| 30D | +7.8% | +0.1% | +7.8% | +7.8% |
| 3M | +8.4% | +31.2% | -22.9% | +6.7% |
| 6M | +15.1% | +3.6% | +11.4% | +14.6% |
| YTD | +36.4% | +5.0% | +31.4% | +35.8% |
| 1Y | +40.9% | +45.9% | -5.0% | +37.5% |
| 3Y | +38.8% | -1.9% | +40.7% | +37.9% |
| 5Y | +141.1% | +26.2% | +114.9% | +135.3% |
| 10Y | +133.9% | +112.1% | +21.8% | +119.5% |
| All | +1,178.1% | +3,605.8% | -2,427.7% | +840.7% |
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