+43,601.3%
FAST vs REGN
+4,284.0%
+39,317.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.7% |
| 7D | +4.2% | +5.7% | -1.5% | +3.5% |
| 30D | +6.7% | +22.8% | -16.1% | +4.1% |
| 3M | +8.0% | +18.7% | -10.6% | +5.7% |
| 6M | +27.4% | +33.1% | -5.7% | +22.9% |
| YTD | +40.5% | +24.3% | +16.2% | +36.5% |
| 1Y | +38.4% | +38.2% | +0.2% | +32.7% |
| 3Y | +98.7% | +21.1% | +77.6% | +91.5% |
| 5Y | +106.7% | +52.8% | +53.9% | +92.9% |
| 10Y | +545.1% | +129.8% | +415.3% | +467.0% |
| All | +43,601.3% | +4,284.0% | +39,317.3% | +16,966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling