+1,082.3%
APH vs REGN
+105.3%
+977.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +4.8% |
| 7D | +1.4% | -5.6% | +7.0% | +2.4% |
| 30D | -1.2% | -2.0% | +0.7% | -1.0% |
| 3M | +10.3% | +28.0% | -17.7% | +5.2% |
| 6M | +25.2% | +1.2% | +24.0% | +24.4% |
| YTD | +24.6% | +1.6% | +23.0% | +23.6% |
| 1Y | +41.4% | +38.2% | +3.2% | +31.8% |
| 3Y | +297.8% | -5.4% | +303.2% | +293.8% |
| 5Y | +366.0% | +21.3% | +344.7% | +332.2% |
| All | +1,082.3% | +105.3% | +977.1% | +855.0% |
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