-21.1%
LOW vs REGN
+46.5%
-67.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.5% |
| 7D | -1.7% | +4.2% | -6.0% | -2.4% |
| 30D | -7.0% | +7.8% | -14.9% | -8.1% |
| 3M | -0.9% | +31.8% | -32.7% | -5.2% |
| 6M | -20.1% | +5.4% | -25.5% | -22.0% |
| YTD | -13.9% | +7.7% | -21.6% | -16.2% |
| 1Y | -21.1% | +46.7% | -67.8% | -24.5% |
| All | -21.1% | +46.5% | -67.6% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling