+52.5%
APO vs REGN
-4.3%
+56.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -3.5% | -5.6% | +2.1% | -2.6% |
| 30D | -6.6% | -2.0% | -4.6% | -6.3% |
| 3M | -3.3% | +28.0% | -31.2% | -7.4% |
| 6M | +22.6% | +1.2% | +21.4% | +22.1% |
| YTD | -9.8% | +1.6% | -11.4% | -10.3% |
| 1Y | -3.9% | +38.2% | -42.1% | -10.6% |
| 3Y | +52.5% | -5.4% | +57.8% | +46.6% |
| All | +52.5% | -4.3% | +56.8% | +46.6% |
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