+6,085.8%
HON vs REGN
+3,485.7%
+2,600.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -3.5% | -5.6% | +2.1% | -3.0% |
| 30D | -13.8% | -2.0% | -11.8% | -13.7% |
| 3M | -11.7% | +28.0% | -39.6% | -13.6% |
| 6M | -18.7% | +1.2% | -19.9% | -19.0% |
| YTD | +0.2% | +1.6% | -1.4% | -0.2% |
| 1Y | -3.1% | +38.2% | -41.3% | -6.1% |
| 3Y | +17.0% | -5.4% | +22.3% | +16.2% |
| 5Y | +2.0% | +21.3% | -19.2% | -1.2% |
| 10Y | +135.4% | +105.2% | +30.2% | +114.6% |
| All | +6,085.8% | +3,485.7% | +2,600.1% | +3,903.3% |
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