+22.8%
REGN vs BROS
+33.7%
-10.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.6% |
| 7D | -6.0% | -6.1% | +0.1% | -5.7% |
| 30D | -0.4% | -12.4% | +12.0% | +0.2% |
| 3M | +32.0% | -27.9% | +59.9% | +33.6% |
| 6M | +3.0% | -16.8% | +19.8% | +3.5% |
| YTD | +3.2% | -29.0% | +32.2% | +4.2% |
| 1Y | +43.4% | -33.2% | +76.6% | +45.1% |
| 3Y | -3.6% | +56.8% | -60.4% | -7.5% |
| All | +22.8% | +33.7% | -10.8% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling