+21.3%
NOK vs REGN
+45.3%
-24.0%
-53.2%
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% | -3.3% |
| 7D | -10.4% | +14.4% | -24.8% | -7.9% |
| 30D | -19.0% | +28.1% | -47.1% | -16.1% |
| 3M | -16.7% | +22.5% | -39.2% | -14.3% |
| 6M | -37.1% | +31.6% | -68.7% | -33.9% |
| YTD | +27.7% | +21.0% | +6.6% | +36.2% |
| 1Y | +21.3% | +49.0% | -27.7% | +27.3% |
| All | +21.3% | +45.3% | -24.0% | +27.3% |
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