+6.5%
IYR vs REGN
+21.2%
-14.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -1.4% | -5.6% | +4.2% | -0.4% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | -2.1% | +28.0% | -30.1% | -6.3% |
| 6M | +3.6% | +1.2% | +2.4% | +2.9% |
| YTD | +8.1% | +1.6% | +6.5% | +7.2% |
| 1Y | +4.7% | +38.2% | -33.5% | -2.2% |
| 3Y | +29.1% | -5.4% | +34.5% | +28.4% |
| All | +6.5% | +21.2% | -14.7% | -3.1% |
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