+106.2%
AMT vs REGN
+105.3%
+0.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.0% |
| 7D | +1.1% | -5.6% | +6.7% | +2.0% |
| 30D | +4.4% | -2.0% | +6.3% | +4.6% |
| 3M | -5.2% | +28.0% | -33.1% | -8.8% |
| 6M | -0.8% | +1.2% | -2.0% | -1.4% |
| YTD | +3.3% | +1.6% | +1.6% | +2.4% |
| 1Y | -6.0% | +38.2% | -44.3% | -11.7% |
| 3Y | +9.6% | -5.4% | +15.0% | +8.6% |
| 5Y | -29.2% | +21.3% | -50.5% | -34.0% |
| All | +106.2% | +105.3% | +0.9% | +81.6% |
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