+46.7%
REGN vs BNS
+52.2%
-5.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +4.2% | +1.5% | +2.7% | +3.8% |
| 30D | +7.8% | +6.0% | +1.9% | +5.9% |
| 3M | +31.8% | +16.3% | +15.5% | +24.5% |
| 6M | +5.4% | +28.8% | -23.4% | -5.0% |
| YTD | +7.7% | +30.0% | -22.3% | -3.7% |
| 1Y | +46.7% | +50.7% | -4.0% | +21.3% |
| All | +46.7% | +52.2% | -5.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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