+34.5%
REGN vs BTDR
+19.6%
+14.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.6% |
| 7D | -5.6% | -3.4% | -2.2% | -5.5% |
| 30D | -2.0% | +32.6% | -34.5% | -2.6% |
| 3M | +28.0% | -32.2% | +60.2% | +28.6% |
| 6M | +1.2% | +52.4% | -51.2% | -0.6% |
| YTD | +1.6% | +6.7% | -5.1% | +0.4% |
| 1Y | +38.2% | -15.2% | +53.5% | +36.6% |
| 3Y | -5.4% | +14.9% | -20.2% | -8.5% |
| 5Y | +21.3% | +20.8% | +0.5% | +15.0% |
| All | +34.5% | +19.6% | +14.9% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling