-53.6%
BSX vs REGN
+45.3%
-98.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.4% | +9.7% | +6.0% |
| 7D | +8.0% | +14.4% | -6.4% | +5.4% |
| 30D | +8.1% | +28.1% | -20.0% | +3.2% |
| 3M | -6.7% | +22.5% | -29.2% | -9.6% |
| 6M | -19.4% | +31.6% | -51.0% | -23.5% |
| YTD | -51.9% | +21.0% | -73.0% | -54.0% |
| 1Y | -53.6% | +49.0% | -102.6% | -57.9% |
| All | -53.6% | +45.3% | -98.9% | -57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling