+640.1%
NEM vs REGN
+3,485.7%
-2,845.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.6% |
| 7D | -1.0% | -5.6% | +4.6% | -0.9% |
| 30D | +7.8% | -2.0% | +9.8% | +7.9% |
| 3M | +30.2% | +28.0% | +2.3% | +29.7% |
| 6M | +9.6% | +1.2% | +8.5% | +9.6% |
| YTD | +27.8% | +1.6% | +26.2% | +27.8% |
| 1Y | +60.7% | +38.2% | +22.5% | +59.9% |
| 3Y | +245.3% | -5.4% | +250.7% | +245.0% |
| 5Y | +155.3% | +21.3% | +134.1% | +154.1% |
| 10Y | +313.2% | +105.2% | +208.0% | +308.4% |
| All | +640.1% | +3,485.7% | -2,845.7% | +694.4% |
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