+46.7%
REGN vs BHP
+69.4%
-22.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +4.2% | -2.9% | +7.1% | +4.6% |
| 30D | +7.8% | +3.4% | +4.4% | +7.4% |
| 3M | +31.8% | +4.1% | +27.7% | +31.0% |
| 6M | +5.4% | +20.6% | -15.2% | +1.0% |
| YTD | +7.7% | +56.1% | -48.4% | +3.7% |
| 1Y | +46.7% | +69.6% | -22.9% | +43.6% |
| All | +46.7% | +69.4% | -22.7% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling