-3.5%
IR vs REGN
+46.5%
-50.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.7% |
| 7D | -2.8% | +4.2% | -7.0% | -3.8% |
| 30D | -15.1% | +7.8% | -23.0% | -16.8% |
| 3M | +6.1% | +31.8% | -25.7% | -1.6% |
| 6M | -16.8% | +5.4% | -22.2% | -18.3% |
| YTD | -3.5% | +7.7% | -11.2% | -5.8% |
| 1Y | -3.5% | +46.7% | -50.2% | -9.2% |
| All | -3.5% | +46.5% | -50.0% | -9.2% |
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