+51.1%
NEM vs REGN
+45.3%
+5.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.4% | +14.3% | +10.6% |
| 7D | +3.7% | +14.4% | -10.8% | +0.4% |
| 30D | +2.0% | +28.1% | -26.1% | -4.5% |
| 3M | +21.1% | +22.5% | -1.4% | +15.3% |
| 6M | +9.5% | +31.6% | -22.1% | +2.2% |
| YTD | +19.1% | +21.0% | -2.0% | +13.4% |
| 1Y | +51.1% | +49.0% | +2.1% | +53.1% |
| All | +51.1% | +45.3% | +5.8% | +53.1% |
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 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