+23.4%
REGN vs BAX
-68.1%
+91.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -5.6% | -7.9% | +2.3% | -3.9% |
| 30D | -2.0% | -11.7% | +9.7% | +0.7% |
| 3M | +28.0% | +16.2% | +11.8% | +23.7% |
| 6M | +1.2% | +32.0% | -30.8% | -5.1% |
| YTD | +1.6% | +24.7% | -23.1% | -4.3% |
| 1Y | +38.2% | -2.6% | +40.9% | +36.6% |
| 3Y | -5.4% | -35.0% | +29.6% | -0.8% |
| All | +23.4% | -68.1% | +91.4% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling