+296.4%
ARM vs REGN
+0.7%
+295.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.4% |
| 7D | +5.5% | +4.2% | +1.2% | +4.3% |
| 30D | -8.2% | +7.8% | -16.0% | -10.2% |
| 3M | -35.9% | +31.8% | -67.7% | -41.0% |
| 6M | +103.1% | +5.4% | +97.7% | +100.6% |
| YTD | +130.6% | +7.7% | +123.0% | +126.1% |
| 1Y | +86.1% | +46.7% | +39.4% | +62.3% |
| All | +296.4% | +0.7% | +295.8% | +304.6% |
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 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