+201.4%
B vs REGN
+105.3%
+96.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -2.4% | -5.6% | +3.2% | -1.7% |
| 30D | +6.3% | -2.0% | +8.3% | +6.6% |
| 3M | +12.1% | +28.0% | -15.8% | +8.9% |
| 6M | -3.1% | +1.2% | -4.2% | -3.4% |
| YTD | +2.0% | +1.6% | +0.3% | +1.5% |
| 1Y | +51.7% | +38.2% | +13.4% | +46.0% |
| 3Y | +190.5% | -5.4% | +195.9% | +189.7% |
| 5Y | +158.0% | +21.3% | +136.7% | +148.4% |
| All | +201.4% | +105.3% | +96.1% | +190.3% |
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