+145.7%
ALAB vs REGN
+6.6%
+139.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.0% |
| 7D | +9.6% | -5.2% | +14.8% | +8.9% |
| 30D | -5.3% | +0.1% | -5.3% | -5.3% |
| 3M | -12.0% | +31.2% | -43.3% | -11.9% |
| 6M | +145.7% | +3.6% | +142.1% | +151.8% |
| All | +145.7% | +6.6% | +139.1% | +151.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling