-5.4%
REGN vs BTG
+94.8%
-100.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -5.6% | -3.8% | -1.8% | -5.4% |
| 30D | -2.0% | +3.6% | -5.6% | -2.2% |
| 3M | +28.0% | +32.0% | -4.1% | +25.8% |
| 6M | +1.2% | +3.4% | -2.2% | +0.3% |
| YTD | +1.6% | +20.8% | -19.1% | +0.4% |
| 1Y | +38.2% | +22.4% | +15.8% | +35.9% |
| 3Y | -5.4% | +91.7% | -97.1% | -8.7% |
| All | -5.4% | +94.8% | -100.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling