+3,634.3%
REGN vs BBWI
+613.7%
+3,020.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.4% | -7.9% | -2.7% |
| 7D | -5.6% | -4.8% | -0.8% | -4.8% |
| 30D | -2.0% | +3.5% | -5.4% | -3.1% |
| 3M | +28.0% | -0.3% | +28.3% | +26.8% |
| 6M | +1.2% | -5.4% | +6.5% | +0.6% |
| YTD | +1.6% | -4.7% | +6.4% | +0.3% |
| 1Y | +38.2% | -30.5% | +68.7% | +43.0% |
| 3Y | -5.4% | -44.3% | +39.0% | -1.9% |
| 5Y | +21.3% | -66.9% | +88.1% | +33.7% |
| 10Y | +105.2% | -55.3% | +160.5% | +79.8% |
| All | +3,634.3% | +613.7% | +3,020.5% | +1,224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling