-2.3%
FERG vs REGN
+46.5%
-48.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.9% | +4.2% | +2.6% |
| 7D | 0.0% | +4.2% | -4.3% | -0.8% |
| 30D | -10.2% | +7.8% | -18.0% | -11.3% |
| 3M | -0.6% | +31.8% | -32.4% | -5.1% |
| 6M | -6.5% | +5.4% | -11.9% | -8.3% |
| YTD | +4.2% | +7.7% | -3.5% | +1.9% |
| 1Y | -2.3% | +46.7% | -48.9% | -5.8% |
| All | -2.3% | +46.5% | -48.7% | -5.8% |
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