+6.8%
IR vs REGN
-2.9%
+9.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -3.1% | -6.0% | +2.9% | -1.7% |
| 30D | -14.0% | -0.4% | -13.7% | -14.0% |
| 3M | +3.7% | +32.0% | -28.3% | -3.5% |
| 6M | -15.4% | +3.0% | -18.4% | -16.4% |
| YTD | -7.7% | +3.2% | -10.8% | -8.9% |
| 1Y | -8.8% | +43.4% | -52.3% | -16.7% |
| All | +6.8% | -2.9% | +9.7% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling