-63.9%
ALNY vs REGN
+43.8%
-107.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.2% | -2.4% |
| 7D | -10.0% | +10.3% | -20.2% | -11.5% |
| 30D | -30.0% | +22.2% | -52.3% | -33.1% |
| 3M | -31.5% | +17.6% | -49.1% | -33.4% |
| 6M | -48.0% | +28.9% | -76.9% | -50.6% |
| YTD | -60.6% | +17.4% | -78.0% | -61.3% |
| 1Y | -63.9% | +40.9% | -104.8% | -63.3% |
| All | -63.9% | +43.8% | -107.8% | -63.3% |
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