-11.6%
GEHC vs REGN
+1.8%
-13.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.5% |
| 7D | -7.9% | -6.0% | -1.9% | -5.0% |
| 30D | -11.7% | -0.4% | -11.3% | -11.6% |
| 3M | +0.8% | +32.0% | -31.2% | -14.6% |
| 6M | -11.6% | +3.0% | -14.6% | -8.7% |
| All | -11.6% | +1.8% | -13.3% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling