+33.2%
NEE vs REGN
-4.3%
+37.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -1.3% | -5.6% | +4.2% | -0.6% |
| 30D | -3.3% | -2.0% | -1.4% | -3.1% |
| 3M | -2.3% | +28.0% | -30.2% | -5.7% |
| 6M | -8.9% | +1.2% | -10.0% | -9.5% |
| YTD | +4.8% | +1.6% | +3.1% | +3.9% |
| 1Y | +18.7% | +38.2% | -19.5% | +13.0% |
| 3Y | +33.2% | -5.4% | +38.6% | +24.0% |
| All | +33.2% | -4.3% | +37.6% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling