+189.0%
B vs REGN
-2.9%
+191.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.3% |
| 7D | -5.0% | -6.0% | +0.9% | -4.2% |
| 30D | +8.7% | -0.4% | +9.1% | +8.8% |
| 3M | +17.3% | +32.0% | -14.7% | +12.9% |
| 6M | -5.0% | +3.0% | -8.1% | -5.7% |
| YTD | +1.4% | +3.2% | -1.7% | +0.7% |
| 1Y | +50.5% | +43.4% | +7.1% | +45.2% |
| All | +189.0% | -2.9% | +191.9% | +201.4% |
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