+333.1%
FIS vs REGN
+2,302.1%
-1,969.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -9.1% | -5.2% | -3.9% | -8.3% |
| 30D | -10.4% | +0.1% | -10.5% | -10.5% |
| 3M | -3.7% | +31.2% | -34.9% | -7.5% |
| 6M | -24.8% | +3.6% | -28.4% | -25.4% |
| YTD | -41.6% | +5.0% | -46.6% | -42.3% |
| 1Y | -42.7% | +45.9% | -88.6% | -46.3% |
| 3Y | -26.2% | -1.9% | -24.4% | -27.4% |
| 5Y | -66.1% | +26.2% | -92.3% | -68.2% |
| 10Y | -40.9% | +112.1% | -152.9% | -50.1% |
| All | +333.1% | +2,302.1% | -1,969.0% | +99.3% |
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