+3,553.2%
FIX vs REGN
+129.0%
+3,424.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +9.4% | +5.7% | +3.8% | +8.3% |
| 30D | -27.8% | +22.8% | -50.5% | -30.6% |
| 3M | -35.6% | +18.7% | -54.2% | -37.8% |
| 6M | -45.2% | +33.1% | -78.3% | -48.5% |
| YTD | +19.5% | +24.3% | -4.8% | +13.8% |
| 1Y | +24.2% | +38.2% | -13.9% | +15.7% |
| 3Y | +494.2% | +21.1% | +473.1% | +459.1% |
| 5Y | +1,036.1% | +52.8% | +983.3% | +904.7% |
| All | +3,553.2% | +129.0% | +3,424.2% | +2,853.7% |
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