+5,428.8%
FDX vs REGN
+3,618.0%
+1,810.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.4% |
| 7D | -3.3% | -1.6% | -1.7% | -3.2% |
| 30D | -1.4% | +3.4% | -4.8% | -1.7% |
| 3M | -4.5% | +32.7% | -37.2% | -6.9% |
| 6M | +9.4% | +6.9% | +2.5% | +8.6% |
| YTD | +36.0% | +5.4% | +30.6% | +35.1% |
| 1Y | +75.5% | +45.8% | +29.7% | +69.3% |
| 3Y | +62.8% | -1.5% | +64.3% | +61.5% |
| 5Y | +64.4% | +22.2% | +42.2% | +59.1% |
| 10Y | +175.5% | +103.6% | +71.9% | +151.7% |
| All | +5,428.8% | +3,618.0% | +1,810.8% | +3,198.1% |
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