+49.0%
REGN vs BAX
+46.0%
+2.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.3% | -5.2% |
| 7D | +14.4% | +4.1% | +10.4% | +13.3% |
| 30D | +28.1% | +9.4% | +18.7% | +25.3% |
| 3M | +22.5% | -6.5% | +29.0% | +24.3% |
| 6M | +31.6% | +59.6% | -28.0% | +18.5% |
| YTD | +21.0% | +38.9% | -17.8% | +8.5% |
| 1Y | +49.0% | +48.0% | +1.0% | +30.5% |
| All | +49.0% | +46.0% | +2.9% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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