+97.5%
REGN vs BTI
+73.8%
+23.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -2.0% | -1.1% | -0.9% | -1.8% |
| 3M | +28.0% | -8.8% | +36.7% | +30.3% |
| 6M | +1.2% | -4.0% | +5.1% | +1.5% |
| YTD | +1.6% | +0.4% | +1.3% | +0.8% |
| 1Y | +38.2% | +1.9% | +36.3% | +36.5% |
| 3Y | -5.4% | +108.5% | -113.9% | -22.4% |
| 5Y | +21.3% | +118.5% | -97.3% | -2.3% |
| All | +97.5% | +73.8% | +23.7% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling