+9.1%
IR vs REGN
+45.3%
-36.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +3.9% | +0.5% |
| 7D | +11.6% | +14.4% | -2.9% | +8.2% |
| 30D | +7.2% | +28.1% | -20.9% | +0.8% |
| 3M | -5.9% | +22.5% | -28.4% | -10.8% |
| 6M | +11.5% | +31.6% | -20.1% | +2.9% |
| YTD | +6.3% | +21.0% | -14.7% | +0.9% |
| 1Y | +9.1% | +49.0% | -39.9% | -2.5% |
| All | +9.1% | +45.3% | -36.2% | -2.5% |
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