+5,366.8%
REGN vs BNS
+1,486.6%
+3,880.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.8% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -2.0% | +3.5% | -5.4% | -3.7% |
| 3M | +28.0% | +14.1% | +13.9% | +19.9% |
| 6M | +1.2% | +33.8% | -32.6% | -12.0% |
| YTD | +1.6% | +29.5% | -27.8% | -10.4% |
| 1Y | +38.2% | +48.4% | -10.2% | +14.3% |
| 3Y | -5.4% | +129.6% | -135.0% | -36.8% |
| 5Y | +21.3% | +96.1% | -74.8% | -14.4% |
| 10Y | +105.2% | +186.2% | -81.0% | +11.5% |
| All | +5,366.8% | +1,486.6% | +3,880.2% | +593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling