+40.9%
REGN vs BTSG
+104.2%
-63.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.7% | -2.2% |
| 7D | +10.3% | +9.4% | +0.9% | +9.1% |
| 30D | +22.2% | +3.3% | +18.9% | +21.4% |
| 3M | +17.6% | +4.5% | +13.1% | +16.7% |
| 6M | +28.9% | +28.0% | +0.9% | +23.3% |
| YTD | +17.4% | +75.9% | -58.4% | +8.5% |
| 1Y | +40.9% | +101.5% | -60.7% | +27.2% |
| All | +40.9% | +104.2% | -63.3% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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