-22.6%
FPS vs REGN
+20.1%
-42.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -16.7% |
| 7D | -23.3% | +14.4% | -37.8% | -23.7% |
| 30D | -42.4% | +28.1% | -70.5% | -44.9% |
| 3M | -43.0% | +22.5% | -65.5% | -45.4% |
| 6M | -44.5% | +31.6% | -76.1% | -47.2% |
| All | -22.6% | +20.1% | -42.7% | -18.6% |
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