+391.7%
APP vs REGN
+71.4%
+320.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.6% |
| 7D | +0.9% | +4.2% | -3.3% | -0.1% |
| 30D | -23.3% | +7.8% | -31.1% | -24.6% |
| 3M | -42.6% | +31.8% | -74.4% | -46.3% |
| 6M | -33.6% | +5.4% | -39.0% | -34.6% |
| YTD | -52.4% | +7.7% | -60.1% | -53.5% |
| 1Y | -35.9% | +46.7% | -82.6% | -43.5% |
| 3Y | +642.2% | +0.5% | +641.7% | +633.6% |
| 5Y | +311.1% | +22.9% | +288.1% | +241.7% |
| All | +391.7% | +71.4% | +320.2% | +292.2% |
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