+155.1%
B vs REGN
+23.0%
+132.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -2.3% |
| 7D | -5.0% | -6.0% | +0.9% | -4.3% |
| 30D | +8.7% | -0.4% | +9.1% | +8.8% |
| 3M | +17.3% | +32.0% | -14.7% | +13.4% |
| 6M | -5.0% | +3.0% | -8.1% | -5.6% |
| YTD | +1.4% | +3.2% | -1.7% | +0.8% |
| 1Y | +50.5% | +43.4% | +7.1% | +45.1% |
| 3Y | +194.4% | -3.6% | +198.0% | +195.6% |
| All | +155.1% | +23.0% | +132.1% | +145.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling