+7,840.8%
ADP vs REGN
+3,605.8%
+4,235.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -5.7% | -5.2% | -0.5% | -5.2% |
| 30D | -3.1% | +0.1% | -3.2% | -3.1% |
| 3M | +15.6% | +31.2% | -15.6% | +13.0% |
| 6M | +20.8% | +3.6% | +17.2% | +20.1% |
| YTD | +4.7% | +5.0% | -0.3% | +4.0% |
| 1Y | -8.3% | +45.9% | -54.2% | -11.6% |
| 3Y | +13.6% | -1.9% | +15.4% | +12.4% |
| 5Y | +45.0% | +26.2% | +18.8% | +40.0% |
| 10Y | +279.0% | +112.1% | +166.9% | +246.5% |
| All | +7,840.8% | +3,605.8% | +4,235.1% | +4,248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling