+31.6%
FAST vs REGN
+45.3%
-13.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.1% |
| 7D | +3.4% | +14.4% | -11.0% | +1.9% |
| 30D | +5.5% | +28.1% | -22.6% | +2.3% |
| 3M | +7.6% | +22.5% | -14.9% | +4.6% |
| 6M | +19.8% | +31.6% | -11.8% | +14.5% |
| YTD | +35.5% | +21.0% | +14.4% | +30.6% |
| 1Y | +31.6% | +49.0% | -17.3% | +25.2% |
| All | +31.6% | +45.3% | -13.7% | +25.2% |
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 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