+285.6%
APH vs REGN
-1.1%
+286.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.6% | -5.2% | +6.8% | +2.2% |
| 30D | -3.0% | +0.1% | -3.1% | -3.1% |
| 3M | +5.7% | +31.2% | -25.5% | +2.3% |
| 6M | +20.0% | +3.6% | +16.4% | +19.7% |
| YTD | +20.8% | +5.0% | +15.8% | +20.2% |
| 1Y | +40.2% | +45.9% | -5.6% | +33.1% |
| All | +285.6% | -1.1% | +286.7% | +299.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling