+3,634.3%
REGN vs BAX
+570.8%
+3,063.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -5.6% | -7.9% | +2.3% | -2.7% |
| 30D | -2.0% | -11.7% | +9.7% | +2.5% |
| 3M | +28.0% | +16.2% | +11.8% | +20.5% |
| 6M | +1.2% | +32.0% | -30.8% | -9.6% |
| YTD | +1.6% | +24.7% | -23.1% | -8.5% |
| 1Y | +38.2% | -2.6% | +40.9% | +35.3% |
| 3Y | -5.4% | -35.0% | +29.6% | +3.3% |
| 5Y | +21.3% | -67.6% | +88.8% | +68.5% |
| 10Y | +105.2% | -38.4% | +143.6% | +114.5% |
| All | +3,634.3% | +570.8% | +3,063.5% | +1,377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling