+3,452.6%
ALNY vs REGN
+6,912.1%
-3,459.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -6.5% | -5.6% | -1.0% | -4.3% |
| 30D | +11.0% | -2.0% | +13.0% | +12.1% |
| 3M | -14.1% | +28.0% | -42.0% | -23.2% |
| 6M | -22.4% | +1.2% | -23.5% | -23.8% |
| YTD | -37.5% | +1.6% | -39.1% | -38.8% |
| 1Y | -46.9% | +38.2% | -85.2% | -54.8% |
| 3Y | +22.1% | -5.4% | +27.4% | +18.8% |
| 5Y | +31.2% | +21.3% | +9.9% | +12.7% |
| 10Y | +256.3% | +105.2% | +151.1% | +144.3% |
| All | +3,452.6% | +6,912.1% | -3,459.6% | +609.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling