+23.4%
REGN vs BIDU
-44.1%
+67.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -5.6% | -8.1% | +2.5% | -5.1% |
| 30D | -2.0% | -12.8% | +10.9% | -1.2% |
| 3M | +28.0% | -21.3% | +49.2% | +29.6% |
| 6M | +1.2% | -27.0% | +28.1% | +2.7% |
| YTD | +1.6% | -30.0% | +31.7% | +3.2% |
| 1Y | +38.2% | -18.3% | +56.5% | +38.7% |
| 3Y | -5.4% | -33.8% | +28.5% | -5.6% |
| All | +23.4% | -44.1% | +67.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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