+1,722.3%
APO vs REGN
+1,729.4%
-7.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.6% | -2.0% |
| 7D | -4.9% | -6.0% | +1.1% | -3.8% |
| 30D | -8.4% | -0.4% | -8.1% | -8.4% |
| 3M | -2.1% | +32.0% | -34.1% | -7.0% |
| 6M | +19.2% | +3.0% | +16.2% | +18.2% |
| YTD | -10.5% | +3.2% | -13.7% | -11.5% |
| 1Y | -2.7% | +43.4% | -46.2% | -9.9% |
| 3Y | +52.5% | -3.6% | +56.1% | +49.8% |
| 5Y | +132.1% | +23.1% | +109.0% | +116.5% |
| 10Y | +924.7% | +108.3% | +816.4% | +755.2% |
| All | +1,722.3% | +1,729.4% | -7.1% | +1,147.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling