+49.0%
ADP vs REGN
+21.2%
+27.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -3.4% | -5.6% | +2.2% | -2.7% |
| 30D | -0.4% | -2.0% | +1.6% | -0.2% |
| 3M | +19.7% | +28.0% | -8.2% | +16.0% |
| 6M | +27.9% | +1.2% | +26.8% | +27.5% |
| YTD | +5.9% | +1.6% | +4.3% | +5.3% |
| 1Y | -7.5% | +38.2% | -45.7% | -13.0% |
| 3Y | +15.4% | -5.4% | +20.8% | +14.9% |
| All | +49.0% | +21.2% | +27.9% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling