+278.9%
ADP vs REGN
+105.3%
+173.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | -2.8% | -5.6% | +2.8% | -1.7% |
| 30D | +0.2% | -2.0% | +2.2% | +0.6% |
| 3M | +20.5% | +28.0% | -7.5% | +15.2% |
| 6M | +28.8% | +1.2% | +27.6% | +27.8% |
| YTD | +6.6% | +1.6% | +5.0% | +5.5% |
| 1Y | -6.9% | +38.2% | -45.1% | -13.8% |
| 3Y | +16.1% | -5.4% | +21.5% | +14.5% |
| 5Y | +49.3% | +21.3% | +28.1% | +37.2% |
| All | +278.9% | +105.3% | +173.6% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling