-41.3%
ALNY vs REGN
+46.5%
-87.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.9% |
| 7D | +12.2% | +4.2% | +8.0% | +11.5% |
| 30D | +16.3% | +7.8% | +8.5% | +15.2% |
| 3M | -12.4% | +31.8% | -44.2% | -17.0% |
| 6M | -18.7% | +5.4% | -24.1% | -19.0% |
| YTD | -33.1% | +7.7% | -40.7% | -33.6% |
| 1Y | -41.3% | +46.7% | -88.0% | -43.3% |
| All | -41.3% | +46.5% | -87.8% | -43.3% |
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