+49.0%
REGN vs BWA
+17.4%
+31.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -1.9% | -4.1% |
| 7D | +14.4% | -9.9% | +24.3% | +15.7% |
| 30D | +28.1% | -16.4% | +44.5% | +30.7% |
| 3M | +22.5% | -19.8% | +42.3% | +25.5% |
| 6M | +31.6% | -10.0% | +41.5% | +30.4% |
| YTD | +21.0% | +12.7% | +8.3% | +12.8% |
| 1Y | +49.0% | +15.7% | +33.3% | +37.0% |
| All | +49.0% | +17.4% | +31.6% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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