+23.4%
REGN vs BN
+33.2%
-9.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -5.6% | -5.2% | -0.4% | -4.3% |
| 30D | -2.0% | -14.5% | +12.5% | +1.8% |
| 3M | +28.0% | -15.0% | +42.9% | +33.0% |
| 6M | +1.2% | -5.4% | +6.6% | +2.3% |
| YTD | +1.6% | -16.4% | +18.1% | +5.4% |
| 1Y | +38.2% | -16.2% | +54.5% | +43.1% |
| 3Y | -5.4% | +67.5% | -72.9% | -17.6% |
| All | +23.4% | +33.2% | -9.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling