+20.5%
ADP vs REGN
+45.3%
-24.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +6.9% | +2.5% |
| 7D | +6.4% | +14.4% | -8.1% | +6.2% |
| 30D | +16.6% | +28.1% | -11.5% | +17.1% |
| 3M | +12.9% | +22.5% | -9.6% | +13.4% |
| 6M | +45.7% | +31.6% | +14.1% | +46.3% |
| YTD | +20.6% | +21.0% | -0.4% | +20.9% |
| 1Y | +20.5% | +49.0% | -28.5% | +19.7% |
| All | +20.5% | +45.3% | -24.8% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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