+23.4%
REGN vs BWA
+87.2%
-63.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.8% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -2.0% | -2.9% | +1.0% | -1.5% |
| 3M | +28.0% | -10.7% | +38.7% | +30.4% |
| 6M | +1.2% | +26.5% | -25.3% | -4.1% |
| YTD | +1.6% | +49.1% | -47.5% | -7.4% |
| 1Y | +38.2% | +52.1% | -13.8% | +25.3% |
| 3Y | -5.4% | +72.6% | -77.9% | -18.3% |
| All | +23.4% | +87.2% | -63.8% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling