+49.0%
REGN vs BROS
-18.6%
+67.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.5% |
| 7D | +14.4% | +2.5% | +12.0% | +14.2% |
| 30D | +28.1% | +15.1% | +13.0% | +26.5% |
| 3M | +22.5% | -31.4% | +53.9% | +25.7% |
| 6M | +31.6% | -22.6% | +54.2% | +33.3% |
| YTD | +21.0% | -28.1% | +49.2% | +23.4% |
| 1Y | +49.0% | -20.3% | +69.2% | +50.4% |
| All | +49.0% | -18.6% | +67.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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