+31.0%
F vs REGN
+46.5%
-15.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.3% | +1.8% |
| 7D | +5.3% | +4.2% | +1.1% | +4.6% |
| 30D | +4.6% | +7.8% | -3.2% | +3.4% |
| 3M | -3.7% | +31.8% | -35.5% | -8.0% |
| 6M | +16.8% | +5.4% | +11.4% | +16.8% |
| YTD | +15.3% | +7.7% | +7.6% | +14.7% |
| 1Y | +31.0% | +46.7% | -15.7% | +25.1% |
| All | +31.0% | +46.5% | -15.5% | +25.1% |
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 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