+21.8%
DOW vs REGN
+41.3%
-19.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -2.1% |
| 7D | -1.4% | -5.6% | +4.2% | -1.4% |
| 30D | -3.9% | -2.0% | -2.0% | -3.9% |
| 3M | -12.7% | +28.0% | -40.6% | -12.2% |
| 6M | -13.7% | +1.2% | -14.8% | -12.9% |
| YTD | +28.4% | +1.6% | +26.7% | +28.7% |
| 1Y | +21.8% | +38.2% | -16.5% | +18.0% |
| All | +21.8% | +41.3% | -19.6% | +18.0% |
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