+1,311.2%
FERG vs REGN
+3,115.9%
-1,804.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -2.6% | -5.6% | +3.0% | -2.3% |
| 30D | -8.9% | -2.0% | -6.9% | -8.8% |
| 3M | -2.0% | +28.0% | -30.0% | -3.0% |
| 6M | -3.2% | +1.2% | -4.3% | -3.3% |
| YTD | +1.5% | +1.6% | -0.1% | +1.3% |
| 1Y | +0.5% | +38.2% | -37.8% | -0.8% |
| 3Y | +50.4% | -5.4% | +55.8% | +49.8% |
| 5Y | +68.7% | +21.3% | +47.4% | +67.1% |
| 10Y | +351.3% | +105.2% | +246.1% | +345.6% |
| All | +1,311.2% | +3,115.9% | -1,804.7% | +1,444.6% |
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 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