+2,234.6%
ICE vs REGN
+7,088.0%
-4,853.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | 0.0% |
| 7D | -5.3% | -6.0% | +0.6% | -3.9% |
| 30D | +3.0% | -0.4% | +3.4% | +3.0% |
| 3M | +11.4% | +32.0% | -20.6% | +3.9% |
| 6M | -2.0% | +3.0% | -5.1% | -3.4% |
| YTD | -3.1% | +3.2% | -6.3% | -4.8% |
| 1Y | -8.4% | +43.4% | -51.8% | -17.6% |
| 3Y | +40.7% | -3.6% | +44.3% | +36.9% |
| 5Y | +40.0% | +23.1% | +16.9% | +25.2% |
| 10Y | +213.5% | +108.3% | +105.2% | +129.0% |
| All | +2,234.6% | +7,088.0% | -4,853.4% | +325.3% |
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