+689.7%
IYR vs REGN
+2,941.4%
-2,251.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -1.4% | -5.6% | +4.2% | -0.5% |
| 30D | -2.7% | -2.0% | -0.7% | -2.4% |
| 3M | -2.1% | +28.0% | -30.1% | -5.8% |
| 6M | +3.6% | +1.2% | +2.4% | +3.1% |
| YTD | +8.1% | +1.6% | +6.5% | +7.4% |
| 1Y | +4.7% | +38.2% | -33.5% | -1.0% |
| 3Y | +29.1% | -5.4% | +34.5% | +27.7% |
| 5Y | +6.9% | +21.3% | -14.3% | +0.9% |
| 10Y | +69.0% | +105.2% | -36.2% | +42.9% |
| All | +689.7% | +2,941.4% | -2,251.7% | +274.1% |
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 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