+792.8%
GIS vs REGN
+3,485.7%
-2,693.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.2% |
| 7D | -6.4% | -5.6% | -0.8% | -6.1% |
| 30D | -6.1% | -2.0% | -4.1% | -6.0% |
| 3M | +7.8% | +28.0% | -20.1% | +6.7% |
| 6M | -8.8% | +1.2% | -9.9% | -8.9% |
| YTD | -19.1% | +1.6% | -20.8% | -19.3% |
| 1Y | -24.8% | +38.2% | -63.0% | -25.9% |
| 3Y | -37.6% | -5.4% | -32.2% | -37.7% |
| 5Y | -25.4% | +21.3% | -46.7% | -26.6% |
| 10Y | -19.6% | +105.2% | -124.8% | -23.0% |
| All | +792.8% | +3,485.7% | -2,693.0% | +576.1% |
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