+23.4%
REGN vs BBWI
-67.2%
+90.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.1% |
| 7D | -5.6% | -4.8% | -0.8% | -5.1% |
| 30D | -2.0% | +3.5% | -5.4% | -2.6% |
| 3M | +28.0% | -0.3% | +28.3% | +27.3% |
| 6M | +1.2% | -5.4% | +6.5% | +0.8% |
| YTD | +1.6% | -4.7% | +6.4% | +1.0% |
| 1Y | +38.2% | -30.5% | +68.7% | +41.7% |
| 3Y | -5.4% | -44.3% | +39.0% | -2.7% |
| All | +23.4% | -67.2% | +90.6% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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