+46.0%
F vs REGN
+21.2%
+24.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -3.1% | +5.7% | -8.8% | -4.0% |
| 30D | 0.0% | +22.8% | -22.7% | -3.6% |
| 3M | -13.2% | +18.7% | -31.9% | -15.9% |
| 6M | -10.2% | +33.1% | -43.3% | -14.8% |
| YTD | -4.9% | +24.3% | -29.2% | -8.8% |
| 1Y | -6.1% | +38.2% | -44.3% | -11.6% |
| 3Y | +46.0% | +21.1% | +24.9% | +63.2% |
| All | +46.0% | +21.2% | +24.8% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling