+3,165.0%
REGN vs BAH
+878.1%
+2,286.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | +0.1% | -6.6% | +6.7% | +1.6% |
| 3M | +31.2% | -7.2% | +38.4% | +32.9% |
| 6M | +3.6% | -10.0% | +13.6% | +5.1% |
| YTD | +5.0% | -12.5% | +17.5% | +6.0% |
| 1Y | +45.9% | -27.9% | +73.8% | +54.1% |
| 3Y | -1.9% | -31.4% | +29.5% | +1.3% |
| 5Y | +26.2% | -3.2% | +29.4% | +15.7% |
| 10Y | +112.1% | +191.5% | -79.4% | +37.5% |
| All | +3,165.0% | +878.1% | +2,286.9% | +1,606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling