+158.4%
GS vs REGN
+53.1%
+105.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.9% | +1.0% |
| 7D | -0.1% | +3.1% | -3.2% | -0.6% |
| 30D | +3.7% | +25.8% | -22.1% | -0.7% |
| 3M | -10.0% | +20.5% | -30.5% | -13.1% |
| 6M | -1.0% | +35.0% | -36.0% | -6.7% |
| YTD | +7.0% | +24.8% | -17.8% | +2.1% |
| 1Y | +16.6% | +43.0% | -26.3% | +8.2% |
| 3Y | +204.4% | +21.2% | +183.2% | +188.3% |
| All | +158.4% | +53.1% | +105.2% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling