+38.2%
REGN vs BAH
-24.0%
+62.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -5.6% | +4.3% | -9.8% | -5.5% |
| 30D | -2.0% | -2.5% | +0.5% | -2.0% |
| 3M | +28.0% | -0.9% | +28.9% | +26.9% |
| 6M | +1.2% | +1.5% | -0.3% | +0.7% |
| YTD | +1.6% | -8.0% | +9.6% | 0.0% |
| 1Y | +38.2% | -24.7% | +63.0% | +42.4% |
| All | +38.2% | -24.0% | +62.3% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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