+30,730.1%
LOW vs REGN
+3,485.7%
+27,244.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -3.7% | -5.6% | +1.9% | -3.2% |
| 30D | -8.9% | -2.0% | -6.9% | -8.7% |
| 3M | -10.4% | +28.0% | -38.4% | -12.4% |
| 6M | -19.4% | +1.2% | -20.5% | -19.6% |
| YTD | -17.1% | +1.6% | -18.8% | -17.4% |
| 1Y | -26.3% | +38.2% | -64.5% | -28.6% |
| 3Y | -9.9% | -5.4% | -4.5% | -10.3% |
| 5Y | +6.1% | +21.3% | -15.2% | +2.9% |
| 10Y | +230.8% | +105.2% | +125.6% | +203.5% |
| All | +30,730.1% | +3,485.7% | +27,244.4% | +18,879.0% |
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