+2,166.4%
FIX vs REGN
+21.6%
+2,144.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +3.5% | -5.2% | +8.7% | +4.6% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | -11.8% | +31.2% | -43.0% | -16.7% |
| 6M | +17.8% | +3.6% | +14.2% | +16.6% |
| YTD | +73.3% | +5.0% | +68.3% | +71.0% |
| 1Y | +128.1% | +45.9% | +82.2% | +110.9% |
| 3Y | +772.7% | -1.9% | +774.5% | +765.4% |
| 5Y | +2,166.4% | +26.2% | +2,140.3% | +1,844.2% |
| All | +2,166.4% | +21.6% | +2,144.8% | +1,844.2% |
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