+5,603.8%
AEM vs REGN
+3,539.8%
+2,064.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.9% |
| 7D | -5.0% | -6.0% | +0.9% | -4.9% |
| 30D | +8.5% | -0.4% | +8.8% | +8.5% |
| 3M | +29.3% | +32.0% | -2.7% | +28.5% |
| 6M | -12.9% | +3.0% | -16.0% | -13.0% |
| YTD | +16.8% | +3.2% | +13.6% | +16.7% |
| 1Y | +29.8% | +43.4% | -13.6% | +28.8% |
| 3Y | +336.7% | -3.6% | +340.3% | +336.1% |
| 5Y | +299.9% | +23.1% | +276.8% | +296.8% |
| 10Y | +362.2% | +108.3% | +253.9% | +353.0% |
| All | +5,603.8% | +3,539.8% | +2,064.0% | +5,604.8% |
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