-17.8%
GEHC vs REGN
+41.3%
-59.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -7.2% | -5.6% | -1.6% | -5.3% |
| 30D | -11.6% | -2.0% | -9.6% | -11.0% |
| 3M | -0.8% | +28.0% | -28.8% | -9.2% |
| 6M | -11.9% | +1.2% | -13.1% | -13.0% |
| YTD | -21.9% | +1.6% | -23.6% | -23.2% |
| 1Y | -17.8% | +38.2% | -56.1% | -22.5% |
| All | -17.8% | +41.3% | -59.2% | -22.5% |
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