+14.5%
NET vs REGN
+45.3%
-30.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -3.2% |
| 7D | -16.4% | +14.4% | -30.8% | -14.5% |
| 30D | -25.8% | +28.1% | -54.0% | -24.2% |
| 3M | -11.5% | +22.5% | -34.0% | -9.5% |
| 6M | +18.9% | +31.6% | -12.7% | +21.4% |
| YTD | +35.2% | +21.0% | +14.2% | +40.0% |
| 1Y | +14.5% | +49.0% | -34.5% | +27.6% |
| All | +14.5% | +45.3% | -30.8% | +27.6% |
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