+2,527.2%
EXC vs REGN
+3,618.0%
-1,090.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | +1.2% | -1.6% | +2.9% | +1.3% |
| 30D | -2.7% | +3.4% | -6.2% | -2.9% |
| 3M | -1.0% | +32.7% | -33.7% | -2.2% |
| 6M | -9.3% | +6.9% | -16.2% | -9.6% |
| YTD | +3.6% | +5.4% | -1.8% | +3.3% |
| 1Y | +5.9% | +45.8% | -39.9% | +4.0% |
| 3Y | +21.3% | -1.5% | +22.8% | +20.7% |
| 5Y | +46.2% | +22.2% | +23.9% | +43.8% |
| 10Y | +151.5% | +103.6% | +47.9% | +141.1% |
| All | +2,527.2% | +3,618.0% | -1,090.7% | +2,050.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling