+351.3%
FERG vs REGN
+105.3%
+246.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -2.6% | -5.6% | +3.0% | -2.1% |
| 30D | -8.9% | -2.0% | -6.9% | -8.8% |
| 3M | -2.0% | +28.0% | -30.0% | -4.2% |
| 6M | -3.2% | +1.2% | -4.3% | -3.5% |
| YTD | +1.5% | +1.6% | -0.1% | +1.1% |
| 1Y | +0.5% | +38.2% | -37.8% | -2.4% |
| 3Y | +50.4% | -5.4% | +55.8% | +49.2% |
| 5Y | +68.7% | +21.3% | +47.4% | +65.3% |
| All | +351.3% | +105.3% | +246.0% | +335.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling