+990.2%
IBKR vs REGN
+105.3%
+884.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.4% |
| 7D | -1.3% | -5.6% | +4.2% | -0.4% |
| 30D | -0.2% | -2.0% | +1.7% | 0.0% |
| 3M | +3.0% | +28.0% | -25.0% | -1.5% |
| 6M | +33.9% | +1.2% | +32.7% | +33.2% |
| YTD | +42.5% | +1.6% | +40.9% | +41.5% |
| 1Y | +44.9% | +38.2% | +6.6% | +35.5% |
| 3Y | +293.0% | -5.4% | +298.4% | +287.5% |
| 5Y | +497.7% | +21.3% | +476.4% | +451.7% |
| All | +990.2% | +105.3% | +884.9% | +742.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling