+65.4%
FDX vs REGN
+23.2%
+42.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.2% |
| 7D | -3.9% | -6.0% | +2.1% | -2.8% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -2.0% | +32.0% | -34.0% | -7.0% |
| 6M | +8.0% | +3.0% | +5.0% | +7.1% |
| YTD | +35.0% | +3.2% | +31.8% | +33.6% |
| 1Y | +73.7% | +43.4% | +30.2% | +61.9% |
| 3Y | +61.6% | -3.6% | +65.2% | +56.6% |
| 5Y | +65.4% | +23.1% | +42.3% | +44.5% |
| All | +65.4% | +23.2% | +42.2% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling