+97.5%
REGN vs BN
+265.2%
-167.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | -5.2% | -0.4% | -4.4% |
| 30D | -2.0% | -14.5% | +12.5% | +1.6% |
| 3M | +28.0% | -15.0% | +42.9% | +32.7% |
| 6M | +1.2% | -5.4% | +6.6% | +2.3% |
| YTD | +1.6% | -16.4% | +18.1% | +5.3% |
| 1Y | +38.2% | -16.2% | +54.5% | +42.9% |
| 3Y | -5.4% | +67.5% | -72.9% | -17.4% |
| 5Y | +21.3% | +34.1% | -12.9% | +9.3% |
| All | +97.5% | +265.2% | -167.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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