+10.6%
REGN vs BOXX
+18.5%
-7.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -2.0% | +0.3% | -2.3% | -1.9% |
| 3M | +28.0% | +1.0% | +26.9% | +28.0% |
| 6M | +1.2% | +1.9% | -0.8% | +1.5% |
| YTD | +1.6% | +2.7% | -1.0% | +2.9% |
| 1Y | +38.2% | +4.0% | +34.2% | +43.4% |
| 3Y | -5.4% | +14.7% | -20.0% | -18.4% |
| All | +10.6% | +18.5% | -7.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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