+1,803.6%
GS vs REGN
+14,671.8%
-12,868.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.6% | -1.3% |
| 7D | +5.1% | +5.3% | -0.2% | +4.2% |
| 30D | +2.4% | +26.3% | -23.9% | -2.0% |
| 3M | -11.5% | +19.3% | -30.8% | -14.5% |
| 6M | -2.5% | +31.8% | -34.4% | -7.8% |
| YTD | +5.5% | +23.7% | -18.3% | +0.7% |
| 1Y | +11.0% | +40.2% | -29.2% | +3.5% |
| 3Y | +200.1% | +20.2% | +179.9% | +183.2% |
| 5Y | +154.7% | +52.1% | +102.6% | +128.1% |
| 10Y | +450.9% | +128.7% | +322.2% | +342.6% |
| All | +1,803.6% | +14,671.8% | -12,868.2% | +422.3% |
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