+1,762.6%
NOK vs REGN
+17,430.3%
-15,667.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.3% | +5.0% |
| 7D | +11.0% | -5.6% | +16.6% | +11.9% |
| 30D | +7.8% | -2.0% | +9.8% | +8.1% |
| 3M | -21.0% | +28.0% | -49.0% | -24.3% |
| 6M | +40.9% | +1.2% | +39.7% | +39.6% |
| YTD | +72.0% | +1.6% | +70.4% | +70.4% |
| 1Y | +140.9% | +38.2% | +102.7% | +127.1% |
| 3Y | +194.3% | -5.4% | +199.6% | +191.1% |
| 5Y | +112.5% | +21.3% | +91.3% | +100.2% |
| 10Y | +137.7% | +105.2% | +32.5% | +100.5% |
| All | +1,762.6% | +17,430.3% | -15,667.7% | +548.3% |
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 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