+907.8%
BX vs REGN
+4,222.5%
-3,314.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.9% |
| 7D | -5.6% | -5.6% | 0.0% | -4.0% |
| 30D | -12.2% | -2.0% | -10.3% | -11.8% |
| 3M | +7.4% | +28.0% | -20.6% | -0.5% |
| 6M | +22.2% | +1.2% | +21.0% | +21.0% |
| YTD | -14.0% | +1.6% | -15.6% | -15.2% |
| 1Y | -27.3% | +38.2% | -65.5% | -35.3% |
| 3Y | +24.5% | -5.4% | +29.9% | +21.9% |
| 5Y | +18.9% | +21.3% | -2.4% | +6.1% |
| 10Y | +665.4% | +105.2% | +560.2% | +444.3% |
| All | +907.8% | +4,222.5% | -3,314.7% | +92.6% |
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