+60.7%
FDX vs REGN
-2.9%
+63.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -3.9% | -6.0% | +2.1% | -2.6% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -2.0% | +32.0% | -34.0% | -7.9% |
| 6M | +8.0% | +3.0% | +5.0% | +6.9% |
| YTD | +35.0% | +3.2% | +31.8% | +33.4% |
| 1Y | +73.7% | +43.4% | +30.2% | +59.7% |
| All | +60.7% | -2.9% | +63.6% | +47.3% |
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