+411.0%
AXP vs REGN
+129.9%
+281.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.7% | -4.8% | -1.0% |
| 7D | -2.9% | +3.1% | -5.9% | -3.4% |
| 30D | +3.7% | +25.8% | -22.1% | -0.8% |
| 3M | -4.9% | +20.5% | -25.4% | -8.4% |
| 6M | +4.1% | +35.0% | -30.9% | -2.2% |
| YTD | -11.7% | +24.8% | -36.5% | -16.0% |
| 1Y | -11.7% | +43.0% | -54.7% | -18.3% |
| 3Y | +116.5% | +21.2% | +95.3% | +103.3% |
| 5Y | +89.5% | +54.5% | +35.0% | +69.1% |
| All | +411.0% | +129.9% | +281.1% | +297.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling