-26.3%
APH vs REGN
+46.5%
-72.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.6% | -51.4% | -47.4% |
| 7D | -48.7% | +2.5% | -51.2% | -48.3% |
| 30D | -51.9% | +7.8% | -59.8% | -51.6% |
| 3M | -43.6% | +31.8% | -75.4% | -43.5% |
| 6M | -37.5% | +5.4% | -42.9% | -36.5% |
| YTD | -38.6% | +7.7% | -46.3% | -37.7% |
| 1Y | -26.3% | +46.7% | -73.0% | -24.1% |
| All | -26.3% | +46.5% | -72.8% | -24.1% |
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