-58.5%
FIG vs REGN
+41.3%
-99.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +4.7% |
| 7D | -3.8% | -5.6% | +1.8% | -4.2% |
| 30D | -2.3% | -2.0% | -0.4% | -2.4% |
| 3M | +20.0% | +28.0% | -8.0% | +24.6% |
| 6M | -16.7% | +1.2% | -17.8% | -17.5% |
| YTD | -37.9% | +1.6% | -39.6% | -38.4% |
| 1Y | -58.5% | +38.2% | -96.8% | -53.5% |
| All | -58.5% | +41.3% | -99.9% | -53.5% |
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