-80.8%
FIG vs REGN
+45.2%
-126.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.4% |
| 7D | -12.2% | -6.0% | -6.3% | -12.8% |
| 30D | -11.0% | -0.4% | -10.6% | -11.0% |
| 3M | +11.9% | +32.0% | -20.1% | +17.5% |
| 6M | -21.9% | +3.0% | -24.9% | -22.4% |
| YTD | -40.8% | +3.2% | -43.9% | -41.1% |
| 1Y | -56.6% | +43.4% | -100.1% | -51.8% |
| All | -80.8% | +45.2% | -126.0% | -78.3% |
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