+65.3%
REGN vs BBAI
-71.8%
+137.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -6.0% | -5.4% | -0.6% | -5.9% |
| 30D | -0.4% | -15.3% | +15.0% | -0.2% |
| 3M | +32.0% | -29.9% | +61.9% | +32.4% |
| 6M | +3.0% | -30.7% | +33.7% | +3.2% |
| YTD | +3.2% | -47.8% | +50.9% | +3.6% |
| 1Y | +43.4% | -40.4% | +83.8% | +43.6% |
| 3Y | -3.6% | +66.9% | -70.5% | -5.1% |
| 5Y | +23.1% | -71.4% | +94.5% | +17.7% |
| All | +65.3% | -71.8% | +137.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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