+240.4%
GS vs REGN
-1.5%
+241.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +3.4% | -1.6% | +5.0% | +3.6% |
| 30D | +0.2% | +3.4% | -3.2% | -0.5% |
| 3M | -0.3% | +32.7% | -33.0% | -5.4% |
| 6M | +27.4% | +6.9% | +20.4% | +25.7% |
| YTD | +19.6% | +5.4% | +14.3% | +18.2% |
| 1Y | +42.5% | +45.8% | -3.4% | +31.4% |
| 3Y | +240.4% | -1.5% | +242.0% | +235.7% |
| All | +240.4% | -1.5% | +241.9% | +235.7% |
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 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