+121.5%
FIX vs REGN
+41.3%
+80.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.5% |
| 7D | +5.0% | -5.6% | +10.6% | +6.0% |
| 30D | -2.7% | -2.0% | -0.8% | -2.6% |
| 3M | -8.2% | +28.0% | -36.2% | -13.4% |
| 6M | +20.3% | +1.2% | +19.1% | +20.0% |
| YTD | +81.4% | +1.6% | +79.8% | +81.1% |
| 1Y | +121.5% | +38.2% | +83.3% | +119.0% |
| All | +121.5% | +41.3% | +80.2% | +119.0% |
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 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