+65.2%
ALAB vs REGN
+46.5%
+18.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.6% | +9.4% |
| 7D | +7.2% | +4.2% | +3.0% | +8.1% |
| 30D | -2.5% | +7.8% | -10.3% | -1.1% |
| 3M | -13.3% | +31.8% | -45.1% | -8.5% |
| 6M | +172.8% | +5.4% | +167.4% | +174.5% |
| YTD | +86.6% | +7.7% | +78.9% | +90.0% |
| 1Y | +65.2% | +46.7% | +18.5% | +91.2% |
| All | +65.2% | +46.5% | +18.7% | +91.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling