+8,149.7%
FLEX vs REGN
+9,934.1%
-1,784.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +6.4% | -5.2% | +11.6% | +7.4% |
| 30D | -5.9% | +0.1% | -5.9% | -6.0% |
| 3M | -23.5% | +31.2% | -54.7% | -27.7% |
| 6M | +83.7% | +3.6% | +80.1% | +81.6% |
| YTD | +86.5% | +5.0% | +81.5% | +83.6% |
| 1Y | +100.5% | +45.9% | +54.6% | +84.2% |
| 3Y | +469.8% | -1.9% | +471.7% | +458.0% |
| 5Y | +725.7% | +26.2% | +699.5% | +660.8% |
| 10Y | +1,086.7% | +112.1% | +974.6% | +858.5% |
| All | +8,149.7% | +9,934.1% | -1,784.4% | +2,473.7% |
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