+245.3%
NEM vs REGN
-4.3%
+249.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | -1.0% | -5.6% | +4.6% | -0.2% |
| 30D | +7.8% | -2.0% | +9.8% | +8.1% |
| 3M | +30.2% | +28.0% | +2.3% | +26.5% |
| 6M | +9.6% | +1.2% | +8.5% | +9.1% |
| YTD | +27.8% | +1.6% | +26.2% | +27.2% |
| 1Y | +60.7% | +38.2% | +22.5% | +56.5% |
| 3Y | +245.3% | -5.4% | +250.7% | +263.8% |
| All | +245.3% | -4.3% | +249.6% | +263.8% |
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 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