+268.6%
ARM vs REGN
+21.2%
+247.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.1% | -4.7% |
| 7D | +9.1% | +5.7% | +3.5% | +8.0% |
| 30D | -19.9% | +22.8% | -42.7% | -23.3% |
| 3M | -31.6% | +18.7% | -50.3% | -34.1% |
| 6M | -13.9% | +33.1% | -46.9% | -19.4% |
| YTD | +74.3% | +24.3% | +50.0% | +66.5% |
| 1Y | +35.8% | +38.2% | -2.4% | +25.4% |
| 3Y | +268.6% | +21.1% | +247.5% | +427.5% |
| All | +268.6% | +21.2% | +247.4% | +427.5% |
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 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