+38,976.9%
FAST vs REGN
+3,697.9%
+35,279.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.0% |
| 7D | -0.4% | +4.2% | -4.6% | -0.8% |
| 30D | -0.8% | +7.8% | -8.6% | -1.7% |
| 3M | +5.8% | +31.8% | -26.1% | +2.4% |
| 6M | +8.0% | +5.4% | +2.6% | +7.1% |
| YTD | +25.6% | +7.7% | +18.0% | +24.2% |
| 1Y | +0.8% | +46.7% | -45.9% | -4.0% |
| 3Y | +86.1% | +0.5% | +85.6% | +83.4% |
| 5Y | +100.2% | +22.9% | +77.3% | +91.6% |
| 10Y | +494.2% | +115.0% | +379.2% | +427.2% |
| All | +38,976.9% | +3,697.9% | +35,279.0% | +15,437.6% |
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