-6.4%
AMT vs REGN
+46.5%
-52.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.1% |
| 7D | -0.2% | +4.2% | -4.4% | -0.1% |
| 30D | +4.6% | +7.8% | -3.2% | +4.9% |
| 3M | -8.4% | +31.8% | -40.3% | -7.8% |
| 6M | -6.0% | +5.4% | -11.4% | -6.4% |
| YTD | +2.1% | +7.7% | -5.5% | +1.9% |
| 1Y | -6.4% | +46.7% | -53.1% | -4.8% |
| All | -6.4% | +46.5% | -52.9% | -4.8% |
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 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