-6.7%
AXP vs REGN
+45.3%
-52.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +2.6% |
| 7D | +4.6% | +14.4% | -9.8% | +3.0% |
| 30D | +9.7% | +28.1% | -18.4% | +6.4% |
| 3M | -3.8% | +22.5% | -26.3% | -6.2% |
| 6M | +4.8% | +31.6% | -26.8% | +0.9% |
| YTD | -9.1% | +21.0% | -30.1% | -11.7% |
| 1Y | -6.7% | +49.0% | -55.7% | -11.3% |
| All | -6.7% | +45.3% | -52.0% | -11.3% |
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