+177.2%
FDX vs REGN
+105.3%
+71.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | -3.3% | -5.6% | +2.3% | -2.2% |
| 30D | -4.5% | -2.0% | -2.6% | -4.3% |
| 3M | -7.3% | +28.0% | -35.3% | -11.8% |
| 6M | +7.5% | +1.2% | +6.4% | +6.9% |
| YTD | +35.1% | +1.6% | +33.4% | +34.0% |
| 1Y | +71.4% | +38.2% | +33.2% | +60.0% |
| 3Y | +60.8% | -5.4% | +66.2% | +58.1% |
| 5Y | +65.5% | +21.3% | +44.2% | +52.9% |
| All | +177.2% | +105.3% | +71.9% | +123.3% |
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 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