+8.2%
EW vs REGN
+41.3%
-33.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -6.2% | -5.6% | -0.6% | -5.4% |
| 30D | -9.3% | -2.0% | -7.4% | -9.1% |
| 3M | -1.6% | +28.0% | -29.6% | -4.4% |
| 6M | -0.8% | +1.2% | -2.0% | -1.1% |
| YTD | -1.0% | +1.6% | -2.7% | -1.5% |
| 1Y | +8.2% | +38.2% | -30.1% | +6.9% |
| All | +8.2% | +41.3% | -33.2% | +6.9% |
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