+35.3%
APH vs REGN
+43.5%
-8.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -1.3% |
| 7D | -2.2% | -6.0% | +3.7% | -2.0% |
| 30D | -4.0% | -0.4% | -3.7% | -4.0% |
| 3M | +7.7% | +32.0% | -24.3% | +6.3% |
| 6M | +17.8% | +3.0% | +14.8% | +18.7% |
| YTD | +19.2% | +3.2% | +16.0% | +20.0% |
| All | +35.3% | +43.5% | -8.2% | +37.5% |
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