+304.9%
AEM vs REGN
+21.2%
+283.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | -2.1% | -5.6% | +3.5% | -1.5% |
| 30D | +8.4% | -2.0% | +10.4% | +8.7% |
| 3M | +27.3% | +28.0% | -0.7% | +24.1% |
| 6M | -9.7% | +1.2% | -10.8% | -9.9% |
| YTD | +19.0% | +1.6% | +17.3% | +18.6% |
| 1Y | +31.5% | +38.2% | -6.8% | +28.2% |
| 3Y | +338.7% | -5.4% | +344.1% | +346.7% |
| All | +304.9% | +21.2% | +283.7% | +299.2% |
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 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