+8,283.3%
REGN vs BIDU
+1,284.8%
+6,998.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -5.6% | -8.1% | +2.5% | -4.1% |
| 30D | -2.0% | -12.8% | +10.9% | +0.2% |
| 3M | +28.0% | -21.3% | +49.2% | +32.9% |
| 6M | +1.2% | -27.0% | +28.1% | +5.9% |
| YTD | +1.6% | -30.0% | +31.7% | +6.6% |
| 1Y | +38.2% | -18.3% | +56.5% | +39.4% |
| 3Y | -5.4% | -33.8% | +28.5% | -3.4% |
| 5Y | +21.3% | -44.3% | +65.6% | +18.6% |
| 10Y | +105.2% | -49.8% | +155.0% | +87.3% |
| All | +8,283.3% | +1,284.8% | +6,998.4% | +3,544.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling