+345.6%
APH vs REGN
+23.2%
+322.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.4% | -1.1% |
| 7D | -2.2% | -6.0% | +3.7% | -1.3% |
| 30D | -4.0% | -0.4% | -3.7% | -4.0% |
| 3M | +7.7% | +32.0% | -24.3% | +3.0% |
| 6M | +17.8% | +3.0% | +14.8% | +17.1% |
| YTD | +19.2% | +3.2% | +16.0% | +18.3% |
| 1Y | +35.7% | +43.4% | -7.8% | +26.9% |
| 3Y | +282.9% | -3.6% | +286.5% | +282.6% |
| 5Y | +345.6% | +23.1% | +322.5% | +309.1% |
| All | +345.6% | +23.2% | +322.4% | +309.1% |
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 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