+396.9%
APP vs REGN
+61.8%
+335.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.5% | +4.5% | +3.3% |
| 7D | +1.1% | -5.6% | +6.6% | +2.4% |
| 30D | +6.6% | -2.0% | +8.6% | +7.1% |
| 3M | -32.3% | +28.0% | -60.3% | -36.2% |
| 6M | -29.8% | +1.2% | -30.9% | -30.3% |
| YTD | -51.9% | +1.6% | -53.6% | -52.4% |
| 1Y | -43.3% | +38.2% | -81.5% | -49.3% |
| 3Y | +664.1% | -5.4% | +669.4% | +665.8% |
| 5Y | +318.7% | +21.3% | +297.4% | +248.4% |
| All | +396.9% | +61.8% | +335.0% | +301.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling