+49.0%
REGN vs BTDR
-69.9%
+118.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.6% | +1.2% | -4.3% |
| 7D | +14.4% | -17.6% | +32.0% | +14.6% |
| 30D | +28.1% | -40.3% | +68.4% | +29.1% |
| 3M | +22.5% | -42.6% | +65.1% | +23.4% |
| 6M | +31.6% | -46.3% | +77.9% | +30.9% |
| YTD | +21.0% | -41.7% | +62.8% | +18.7% |
| 1Y | +49.0% | -69.4% | +118.4% | +46.8% |
| All | +49.0% | -69.9% | +118.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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