+4,394.3%
REGN vs BUD
+192.2%
+4,202.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -5.2% | -1.3% | -3.9% | -4.8% |
| 30D | +0.1% | -6.1% | +6.2% | +1.9% |
| 3M | +31.2% | -3.8% | +35.0% | +32.6% |
| 6M | +3.6% | +8.2% | -4.6% | +0.8% |
| YTD | +5.0% | +23.6% | -18.5% | -2.0% |
| 1Y | +45.9% | +33.4% | +12.4% | +32.9% |
| 3Y | -1.9% | +45.3% | -47.2% | -14.0% |
| 5Y | +26.2% | +44.3% | -18.1% | +8.8% |
| 10Y | +112.1% | -22.8% | +134.8% | +125.8% |
| All | +4,394.3% | +192.2% | +4,202.1% | +2,453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling