+7.0%
NET vs REGN
+43.8%
-36.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.0% | -5.3% | -8.6% |
| 7D | -21.2% | +10.3% | -31.5% | -19.8% |
| 30D | -31.1% | +22.2% | -53.4% | -29.9% |
| 3M | -16.5% | +17.6% | -34.2% | -15.0% |
| 6M | 0.0% | +28.9% | -28.9% | +1.5% |
| YTD | +24.0% | +17.4% | +6.6% | +27.9% |
| 1Y | +7.0% | +40.9% | -33.9% | +17.3% |
| All | +7.0% | +43.8% | -36.8% | +17.3% |
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