-1.4%
LOW vs REGN
+45.3%
-46.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.4% | +11.9% | +8.2% |
| 7D | +15.6% | +14.4% | +1.2% | +12.4% |
| 30D | +28.6% | +28.1% | +0.5% | +22.5% |
| 3M | +5.8% | +22.5% | -16.6% | +1.5% |
| 6M | +3.8% | +31.6% | -27.8% | -2.7% |
| YTD | -2.8% | +21.0% | -23.8% | -8.5% |
| 1Y | -1.4% | +49.0% | -50.4% | -4.8% |
| All | -1.4% | +45.3% | -46.7% | -4.8% |
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