-5.4%
REGN vs BUD
+44.9%
-50.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -5.6% | -2.6% | -2.9% | -4.9% |
| 30D | -2.0% | -1.2% | -0.7% | -1.7% |
| 3M | +28.0% | -4.9% | +32.9% | +29.5% |
| 6M | +1.2% | +9.3% | -8.1% | -1.4% |
| YTD | +1.6% | +24.0% | -22.3% | -4.2% |
| 1Y | +38.2% | +34.5% | +3.7% | +27.5% |
| 3Y | -5.4% | +43.7% | -49.0% | -14.7% |
| All | -5.4% | +44.9% | -50.3% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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