+236.1%
ALNY vs REGN
+105.3%
+130.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.3% |
| 7D | -6.5% | -5.6% | -1.0% | -3.6% |
| 30D | +11.0% | -2.0% | +13.0% | +12.4% |
| 3M | -14.1% | +28.0% | -42.0% | -25.8% |
| 6M | -22.4% | +1.2% | -23.5% | -24.2% |
| YTD | -37.5% | +1.6% | -39.1% | -39.2% |
| 1Y | -46.9% | +38.2% | -85.2% | -57.3% |
| 3Y | +22.1% | -5.4% | +27.4% | +18.0% |
| 5Y | +31.2% | +21.3% | +9.9% | +3.9% |
| All | +236.1% | +105.3% | +130.8% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling