+3,634.3%
REGN vs BRO
+32,684.6%
-29,050.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.6% | -7.3% | +1.7% | -3.5% |
| 30D | -2.0% | -6.9% | +4.9% | 0.0% |
| 3M | +28.0% | +10.7% | +17.3% | +23.8% |
| 6M | +1.2% | -2.7% | +3.8% | +1.1% |
| YTD | +1.6% | -16.3% | +18.0% | +5.7% |
| 1Y | +38.2% | -29.1% | +67.3% | +50.3% |
| 3Y | -5.4% | -7.8% | +2.5% | -5.7% |
| 5Y | +21.3% | +18.7% | +2.5% | +10.3% |
| 10Y | +105.2% | +291.9% | -186.7% | +29.8% |
| All | +3,634.3% | +32,684.6% | -29,050.3% | +1,489.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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