+15.0%
ADP vs REGN
-2.9%
+17.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.9% |
| 7D | -5.7% | -6.0% | +0.2% | -5.4% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | +16.6% | +32.0% | -15.4% | +14.8% |
| 6M | +24.9% | +3.0% | +21.9% | +24.7% |
| YTD | +5.6% | +3.2% | +2.4% | +5.3% |
| 1Y | -6.0% | +43.4% | -49.5% | -9.8% |
| All | +15.0% | -2.9% | +17.9% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling