+71.4%
FDX vs REGN
+41.3%
+30.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | -3.3% | -5.6% | +2.3% | -2.3% |
| 30D | -4.5% | -2.0% | -2.6% | -4.3% |
| 3M | -7.3% | +28.0% | -35.3% | -12.0% |
| 6M | +7.5% | +1.2% | +6.4% | +7.0% |
| YTD | +35.1% | +1.6% | +33.4% | +34.1% |
| 1Y | +71.4% | +38.2% | +33.2% | +65.9% |
| All | +71.4% | +41.3% | +30.1% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling