-29.4%
AMT vs REGN
+21.2%
-50.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.0% |
| 7D | +1.1% | -5.6% | +6.7% | +1.8% |
| 30D | +4.4% | -2.0% | +6.3% | +4.5% |
| 3M | -5.2% | +28.0% | -33.1% | -7.9% |
| 6M | -0.8% | +1.2% | -2.0% | -1.2% |
| YTD | +3.3% | +1.6% | +1.6% | +2.7% |
| 1Y | -6.0% | +38.2% | -44.3% | -10.7% |
| 3Y | +9.6% | -5.4% | +15.0% | +9.9% |
| All | -29.4% | +21.2% | -50.6% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling