+7.1%
REGN vs BAM
+67.8%
-60.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | 0.0% |
| 7D | -5.2% | -3.9% | -1.3% | -4.7% |
| 30D | +0.1% | -8.8% | +8.9% | +1.4% |
| 3M | +31.2% | +2.2% | +29.0% | +30.6% |
| 6M | +3.6% | +5.9% | -2.3% | +2.3% |
| YTD | +5.0% | -6.1% | +11.1% | +5.2% |
| 1Y | +45.9% | -11.6% | +57.5% | +47.3% |
| 3Y | -1.9% | +51.7% | -53.5% | -10.6% |
| All | +7.1% | +67.8% | -60.7% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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