-6.9%
GEHC vs REGN
+46.5%
-53.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.6% | -0.6% |
| 7D | -4.0% | +4.2% | -8.2% | -5.4% |
| 30D | -2.0% | +7.8% | -9.8% | -4.4% |
| 3M | +8.0% | +31.8% | -23.8% | -2.0% |
| 6M | -12.8% | +5.4% | -18.2% | -15.3% |
| YTD | -15.9% | +7.7% | -23.6% | -18.9% |
| 1Y | -6.9% | +46.7% | -53.6% | -13.5% |
| All | -6.9% | +46.5% | -53.4% | -13.5% |
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