+18.4%
BX vs REGN
+21.2%
-2.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.9% |
| 7D | -5.6% | -5.6% | 0.0% | -4.1% |
| 30D | -12.2% | -2.0% | -10.3% | -11.8% |
| 3M | +7.4% | +28.0% | -20.6% | -0.2% |
| 6M | +22.2% | +1.2% | +21.0% | +21.2% |
| YTD | -14.0% | +1.6% | -15.6% | -15.1% |
| 1Y | -27.3% | +38.2% | -65.5% | -35.4% |
| 3Y | +24.5% | -5.4% | +29.9% | +22.6% |
| All | +18.4% | +21.2% | -2.7% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling