+98.5%
FLEX vs REGN
+46.5%
+52.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.6% |
| 7D | -0.9% | +4.2% | -5.1% | -1.3% |
| 30D | -10.1% | +7.8% | -18.0% | -10.9% |
| 3M | -31.3% | +31.8% | -63.1% | -33.5% |
| 6M | +71.3% | +5.4% | +65.9% | +69.3% |
| YTD | +81.2% | +7.7% | +73.6% | +79.4% |
| 1Y | +98.5% | +46.7% | +51.8% | +103.5% |
| All | +98.5% | +46.5% | +52.0% | +103.5% |
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