+64.9%
ARM vs REGN
+43.6%
+21.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.8% |
| 7D | +4.8% | -6.0% | +10.7% | +4.8% |
| 30D | -5.5% | -0.4% | -5.1% | -5.6% |
| 3M | -17.3% | +32.0% | -49.3% | -18.6% |
| 6M | +110.9% | +3.0% | +107.8% | +114.3% |
| YTD | +132.5% | +3.2% | +129.4% | +135.9% |
| 1Y | +64.9% | +43.4% | +21.5% | +68.1% |
| All | +64.9% | +43.6% | +21.3% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling