-21.2%
BSX vs REGN
-4.3%
-16.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | -10.1% | -5.6% | -4.5% | -9.5% |
| 30D | -16.4% | -2.0% | -14.5% | -16.2% |
| 3M | -8.9% | +28.0% | -36.8% | -10.8% |
| 6M | -38.3% | +1.2% | -39.4% | -38.5% |
| YTD | -54.9% | +1.6% | -56.6% | -55.1% |
| 1Y | -58.8% | +38.2% | -97.1% | -60.3% |
| 3Y | -21.2% | -5.4% | -15.9% | -22.0% |
| All | -21.2% | -4.3% | -16.9% | -22.0% |
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