+315.5%
ARM vs REGN
-1.8%
+317.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | +12.5% | -5.2% | +17.7% | +13.9% |
| 30D | -1.4% | +0.1% | -1.4% | -1.6% |
| 3M | -18.7% | +31.2% | -49.9% | -25.0% |
| 6M | +124.6% | +3.6% | +121.0% | +122.6% |
| YTD | +141.7% | +5.0% | +136.7% | +138.3% |
| 1Y | +87.7% | +45.9% | +41.8% | +63.5% |
| All | +315.5% | -1.8% | +317.3% | +326.6% |
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