+8,592.5%
FIX vs REGN
+9,196.3%
-603.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.4% |
| 7D | +9.4% | +5.7% | +3.8% | +8.7% |
| 30D | -27.8% | +22.8% | -50.5% | -29.8% |
| 3M | -35.6% | +18.7% | -54.2% | -37.2% |
| 6M | -45.2% | +33.1% | -78.3% | -47.5% |
| YTD | +19.5% | +24.3% | -4.8% | +15.5% |
| 1Y | +24.2% | +38.2% | -13.9% | +18.4% |
| 3Y | +494.2% | +21.1% | +473.1% | +469.2% |
| 5Y | +1,036.1% | +52.8% | +983.3% | +948.7% |
| 10Y | +3,599.0% | +129.8% | +3,469.3% | +3,063.9% |
| All | +8,592.5% | +9,196.3% | -603.8% | +3,975.7% |
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 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