+284.9%
IR vs REGN
+85.3%
+199.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.2% |
| 7D | +0.6% | -1.6% | +2.3% | +1.0% |
| 30D | -13.6% | +3.4% | -17.0% | -14.3% |
| 3M | +3.7% | +32.7% | -29.0% | -2.6% |
| 6M | -13.1% | +6.9% | -20.0% | -14.6% |
| YTD | -5.1% | +5.4% | -10.5% | -6.6% |
| 1Y | -6.5% | +45.8% | -52.3% | -14.2% |
| 3Y | +8.5% | -1.5% | +10.0% | +6.1% |
| 5Y | +43.3% | +22.2% | +21.1% | +32.7% |
| All | +284.9% | +85.3% | +199.6% | +196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling