+52.4%
GEV vs REGN
+45.3%
+7.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.4% | -4.9% | -8.9% |
| 7D | -5.1% | +14.4% | -19.6% | -5.6% |
| 30D | -15.8% | +28.1% | -43.9% | -17.4% |
| 3M | -18.2% | +22.5% | -40.7% | -19.6% |
| 6M | -22.4% | +31.6% | -53.9% | -24.2% |
| YTD | +27.7% | +21.0% | +6.7% | +26.6% |
| 1Y | +52.4% | +49.0% | +3.4% | +62.2% |
| All | +52.4% | +45.3% | +7.1% | +62.2% |
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