+689.7%
FLEX vs REGN
+23.2%
+666.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.8% |
| 7D | +0.1% | -6.0% | +6.1% | +1.4% |
| 30D | -11.8% | -0.4% | -11.4% | -11.9% |
| 3M | -22.6% | +32.0% | -54.6% | -27.7% |
| 6M | +77.3% | +3.0% | +74.3% | +75.3% |
| YTD | +78.8% | +3.2% | +75.6% | +76.5% |
| 1Y | +86.1% | +43.4% | +42.6% | +69.2% |
| 3Y | +446.2% | -3.6% | +449.8% | +443.6% |
| 5Y | +689.7% | +23.1% | +666.6% | +633.9% |
| All | +689.7% | +23.2% | +666.5% | +633.9% |
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