+67.7%
FERG vs REGN
+21.2%
+46.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -2.6% | -5.6% | +3.0% | -1.4% |
| 30D | -8.9% | -2.0% | -6.9% | -8.6% |
| 3M | -2.0% | +28.0% | -30.0% | -7.1% |
| 6M | -3.2% | +1.2% | -4.3% | -3.8% |
| YTD | +1.5% | +1.6% | -0.1% | +0.6% |
| 1Y | +0.5% | +38.2% | -37.8% | -6.8% |
| 3Y | +50.4% | -5.4% | +55.8% | +49.3% |
| All | +67.7% | +21.2% | +46.6% | +53.6% |
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