+29.4%
B vs REGN
+45.3%
-15.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -4.4% | +12.7% | +9.0% |
| 7D | +1.1% | +14.4% | -13.3% | -2.1% |
| 30D | +0.3% | +28.1% | -27.8% | -6.3% |
| 3M | +5.4% | +22.5% | -17.1% | 0.0% |
| 6M | +5.5% | +31.6% | -26.1% | -2.1% |
| YTD | -6.3% | +21.0% | -27.4% | -10.7% |
| 1Y | +29.4% | +49.0% | -19.6% | +26.3% |
| All | +29.4% | +45.3% | -15.9% | +26.3% |
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