+3.6%
REGN vs BUD
+9.8%
-6.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -5.2% | -1.3% | -3.9% | -4.9% |
| 30D | +0.1% | -6.1% | +6.2% | +1.7% |
| 3M | +31.2% | -3.8% | +35.0% | +32.3% |
| 6M | +3.6% | +8.2% | -4.6% | +0.8% |
| All | +3.6% | +9.8% | -6.2% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling