+32.9%
F vs REGN
-1.1%
+34.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.9% |
| 7D | -4.9% | -5.2% | +0.3% | -3.9% |
| 30D | -2.9% | +0.1% | -3.0% | -2.9% |
| 3M | -9.1% | +31.2% | -40.3% | -14.0% |
| 6M | +12.9% | +3.6% | +9.3% | +12.1% |
| YTD | +6.1% | +5.0% | +1.0% | +4.9% |
| 1Y | +22.5% | +45.9% | -23.4% | +12.8% |
| All | +32.9% | -1.1% | +34.0% | +29.5% |
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 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