+23.1%
IGV vs REGN
+21.2%
+2.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -2.9% | -5.6% | +2.7% | -2.0% |
| 30D | -1.5% | -2.0% | +0.4% | -1.3% |
| 3M | +11.7% | +28.0% | -16.3% | +6.8% |
| 6M | +18.4% | +1.2% | +17.3% | +17.8% |
| YTD | -3.9% | +1.6% | -5.6% | -4.7% |
| 1Y | -9.7% | +38.2% | -47.9% | -16.5% |
| 3Y | +38.4% | -5.4% | +43.8% | +38.3% |
| All | +23.1% | +21.2% | +2.0% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling