-65.0%
FIS vs REGN
+21.2%
-86.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.4% |
| 7D | -7.9% | -5.6% | -2.3% | -7.1% |
| 30D | -8.0% | -2.0% | -6.0% | -7.7% |
| 3M | +0.6% | +28.0% | -27.4% | -3.3% |
| 6M | -22.2% | +1.2% | -23.4% | -22.7% |
| YTD | -40.8% | +1.6% | -42.4% | -41.3% |
| 1Y | -41.5% | +38.2% | -79.8% | -45.3% |
| 3Y | -25.5% | -5.4% | -20.1% | -26.4% |
| All | -65.0% | +21.2% | -86.2% | -68.0% |
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