+97.5%
REGN vs BDX
+59.3%
+38.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -5.6% | -3.2% | -2.4% | -4.4% |
| 30D | -2.0% | -2.5% | +0.6% | -1.0% |
| 3M | +28.0% | +21.4% | +6.5% | +18.5% |
| 6M | +1.2% | +10.4% | -9.3% | -3.0% |
| YTD | +1.6% | +18.8% | -17.2% | -5.6% |
| 1Y | +38.2% | +21.7% | +16.6% | +27.2% |
| 3Y | -5.4% | -10.0% | +4.6% | -4.2% |
| 5Y | +21.3% | -1.8% | +23.1% | +17.4% |
| All | +97.5% | +59.3% | +38.2% | +66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling