+21.0%
REGN vs BROS
+35.1%
-14.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -5.6% | -5.8% | +0.2% | -5.3% |
| 30D | -2.0% | -14.0% | +12.0% | -1.4% |
| 3M | +28.0% | -32.5% | +60.4% | +29.9% |
| 6M | +1.2% | -14.9% | +16.1% | +1.5% |
| YTD | +1.6% | -28.3% | +29.9% | +2.6% |
| 1Y | +38.2% | -34.0% | +72.2% | +39.9% |
| 3Y | -5.4% | +63.0% | -68.3% | -9.3% |
| All | +21.0% | +35.1% | -14.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling