+632.4%
GEV vs REGN
-18.8%
+651.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.8% |
| 7D | +1.6% | -5.6% | +7.2% | +2.3% |
| 30D | -7.9% | -2.0% | -6.0% | -7.8% |
| 3M | +5.6% | +28.0% | -22.3% | +2.4% |
| 6M | +13.1% | +1.2% | +11.9% | +12.6% |
| YTD | +46.7% | +1.6% | +45.1% | +46.1% |
| 1Y | +51.3% | +38.2% | +13.1% | +46.3% |
| All | +632.4% | -18.8% | +651.2% | +694.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling