+6,577.3%
FIX vs REGN
+105.3%
+6,472.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.6% |
| 7D | +5.0% | -5.6% | +10.6% | +6.2% |
| 30D | -2.7% | -2.0% | -0.8% | -2.4% |
| 3M | -8.2% | +28.0% | -36.2% | -13.2% |
| 6M | +20.3% | +1.2% | +19.1% | +19.5% |
| YTD | +81.4% | +1.6% | +79.8% | +80.0% |
| 1Y | +121.5% | +38.2% | +83.3% | +105.6% |
| 3Y | +807.4% | -5.4% | +812.8% | +797.4% |
| 5Y | +2,306.7% | +21.3% | +2,285.5% | +2,124.0% |
| All | +6,577.3% | +105.3% | +6,472.1% | +5,287.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling