+92.1%
FAST vs REGN
-1.1%
+93.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.8% | -5.2% | +7.0% | +2.5% |
| 30D | -6.4% | +0.1% | -6.5% | -6.5% |
| 3M | +5.3% | +31.2% | -25.9% | +1.1% |
| 6M | +5.4% | +3.6% | +1.8% | +4.4% |
| YTD | +23.6% | +5.0% | +18.5% | +22.1% |
| 1Y | +4.1% | +45.9% | -41.8% | -2.1% |
| All | +92.1% | -1.1% | +93.2% | +93.3% |
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