+524.8%
FAST vs REGN
+108.4%
+416.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +0.9% |
| 7D | -0.4% | -6.0% | +5.5% | +0.9% |
| 30D | -6.4% | -0.4% | -6.1% | -6.5% |
| 3M | +7.1% | +32.0% | -24.9% | +0.2% |
| 6M | +7.0% | +3.0% | +4.0% | +5.7% |
| YTD | +24.1% | +3.2% | +21.0% | +22.4% |
| 1Y | +4.4% | +43.4% | -39.1% | -5.3% |
| 3Y | +93.2% | -3.6% | +96.8% | +89.5% |
| 5Y | +106.4% | +23.1% | +83.3% | +85.8% |
| All | +524.8% | +108.4% | +416.4% | +354.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling