+25.0%
FLEX vs REGN
+45.3%
-20.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.4% | -7.9% | -12.3% |
| 7D | -17.0% | +14.4% | -31.4% | -16.4% |
| 30D | -33.8% | +28.1% | -62.0% | -34.1% |
| 3M | -39.0% | +22.5% | -61.5% | -39.4% |
| 6M | -15.9% | +31.6% | -47.5% | -16.4% |
| YTD | +27.8% | +21.0% | +6.8% | +27.7% |
| 1Y | +25.0% | +49.0% | -24.0% | +33.0% |
| All | +25.0% | +45.3% | -20.3% | +33.0% |
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