+113.2%
AXP vs REGN
+20.6%
+92.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -2.1% | +5.3% | -7.5% | -3.0% |
| 30D | +2.7% | +26.3% | -23.6% | -1.7% |
| 3M | -7.3% | +19.3% | -26.6% | -10.4% |
| 6M | +1.8% | +31.8% | -30.1% | -3.7% |
| YTD | -13.1% | +23.7% | -36.8% | -16.9% |
| 1Y | -13.7% | +40.2% | -54.0% | -19.7% |
| All | +113.2% | +20.6% | +92.5% | +109.2% |
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