-3.5%
GEHC vs REGN
-4.3%
+0.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.3% |
| 6M | -11.9% | +1.2% | -13.1% | -12.7% |
| YTD | -21.9% | +1.6% | -23.6% | -22.9% |
| 1Y | -17.8% | +38.2% | -56.1% | -27.0% |
| 3Y | -3.5% | -5.4% | +1.8% | -7.3% |
| All | -3.5% | -4.3% | +0.8% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling