+97.5%
REGN vs BG
+166.7%
-69.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.2% |
| 7D | -5.6% | +3.1% | -8.7% | -6.1% |
| 30D | -2.0% | +10.2% | -12.2% | -3.5% |
| 3M | +28.0% | -1.7% | +29.6% | +28.0% |
| 6M | +1.2% | +1.0% | +0.2% | +0.4% |
| YTD | +1.6% | +39.9% | -38.3% | -4.8% |
| 1Y | +38.2% | +53.2% | -15.0% | +27.3% |
| 3Y | -5.4% | +16.3% | -21.6% | -9.8% |
| 5Y | +21.3% | +83.9% | -62.6% | +5.5% |
| All | +97.5% | +166.7% | -69.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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