+44.7%
IBKR vs REGN
+46.5%
-1.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.4% |
| 7D | -3.3% | +4.2% | -7.5% | -3.3% |
| 30D | +4.5% | +7.8% | -3.4% | +4.6% |
| 3M | +6.5% | +31.8% | -25.3% | +6.9% |
| 6M | +34.2% | +5.4% | +28.8% | +34.4% |
| YTD | +44.5% | +7.7% | +36.8% | +45.2% |
| 1Y | +44.7% | +46.7% | -2.0% | +56.8% |
| All | +44.7% | +46.5% | -1.8% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling