+3,947.5%
REGN vs BR
+1,278.7%
+2,668.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -5.6% | -3.0% | -2.6% | -4.3% |
| 30D | -2.0% | -0.3% | -1.7% | -1.9% |
| 3M | +28.0% | +17.3% | +10.7% | +18.4% |
| 6M | +1.2% | -6.7% | +7.9% | +3.0% |
| YTD | +1.6% | -23.4% | +25.1% | +12.5% |
| 1Y | +38.2% | -32.7% | +70.9% | +62.3% |
| 3Y | -5.4% | -5.9% | +0.5% | -7.2% |
| 5Y | +21.3% | +8.4% | +12.8% | +8.1% |
| 10Y | +105.2% | +189.2% | -84.0% | +0.4% |
| All | +3,947.5% | +1,278.7% | +2,668.8% | +662.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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