+29.2%
DOW vs REGN
+46.5%
-17.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -3.0% |
| 7D | -2.4% | +4.2% | -6.6% | -2.3% |
| 30D | +0.4% | +7.8% | -7.4% | +0.4% |
| 3M | -14.4% | +31.8% | -46.2% | -14.3% |
| 6M | -7.0% | +5.4% | -12.4% | -5.9% |
| YTD | +30.2% | +7.7% | +22.5% | +30.4% |
| 1Y | +29.2% | +46.7% | -17.5% | +22.8% |
| All | +29.2% | +46.5% | -17.3% | +22.8% |
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