+187.0%
GS vs REGN
+21.6%
+165.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.4% | -5.2% | +7.6% | +3.4% |
| 30D | -0.1% | +0.1% | -0.1% | -0.1% |
| 3M | +0.2% | +31.2% | -31.1% | -4.9% |
| 6M | +24.8% | +3.6% | +21.2% | +23.7% |
| YTD | +18.8% | +5.0% | +13.7% | +17.2% |
| 1Y | +37.3% | +45.9% | -8.5% | +26.5% |
| 3Y | +237.9% | -1.9% | +239.7% | +233.3% |
| 5Y | +187.0% | +26.2% | +160.9% | +163.1% |
| All | +187.0% | +21.6% | +165.4% | +163.1% |
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 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