+479.8%
FLEX vs REGN
-4.3%
+484.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.5% | +8.7% | +7.5% |
| 7D | +5.7% | -5.6% | +11.3% | +6.8% |
| 30D | -7.0% | -2.0% | -5.1% | -6.9% |
| 3M | -23.8% | +28.0% | -51.8% | -28.1% |
| 6M | +82.6% | +1.2% | +81.5% | +81.4% |
| YTD | +91.6% | +1.6% | +90.0% | +90.0% |
| 1Y | +100.6% | +38.2% | +62.3% | +85.6% |
| 3Y | +479.8% | -5.4% | +485.1% | +545.3% |
| All | +479.8% | -4.3% | +484.1% | +545.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling