+24.5%
ALAB vs REGN
+45.3%
-20.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -5.5% |
| 7D | -24.9% | +14.4% | -39.3% | -22.1% |
| 30D | -38.4% | +28.1% | -66.5% | -35.4% |
| 3M | -38.3% | +22.5% | -60.8% | -35.5% |
| 6M | +10.9% | +31.6% | -20.6% | +17.2% |
| YTD | +34.2% | +21.0% | +13.2% | +41.4% |
| 1Y | +24.5% | +49.0% | -24.4% | +49.7% |
| All | +24.5% | +45.3% | -20.8% | +49.7% |
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