-51.1%
FIS vs REGN
+45.3%
-96.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.4% | -19.3% | -22.7% |
| 7D | -18.4% | +14.4% | -32.9% | -19.3% |
| 30D | -11.4% | +28.1% | -39.5% | -13.2% |
| 3M | -32.0% | +22.5% | -54.5% | -33.0% |
| 6M | -35.6% | +31.6% | -67.2% | -37.5% |
| YTD | -53.8% | +21.0% | -74.8% | -55.1% |
| 1Y | -51.1% | +49.0% | -100.0% | -54.5% |
| All | -51.1% | +45.3% | -96.4% | -54.5% |
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