+35.8%
IR vs REGN
+21.2%
+14.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -4.5% | -5.6% | +1.1% | -3.1% |
| 30D | -13.9% | -2.0% | -12.0% | -13.6% |
| 3M | -0.3% | +28.0% | -28.3% | -6.8% |
| 6M | -14.3% | +1.2% | -15.5% | -15.0% |
| YTD | -7.9% | +1.6% | -9.5% | -8.8% |
| 1Y | -9.9% | +38.2% | -48.1% | -17.7% |
| 3Y | +6.5% | -5.4% | +11.9% | +4.6% |
| All | +35.8% | +21.2% | +14.7% | +20.5% |
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 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