-18.6%
NRG vs REGN
+46.5%
-65.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +6.6% |
| 7D | +7.1% | +4.2% | +2.9% | +6.5% |
| 30D | -1.4% | +7.8% | -9.2% | -2.3% |
| 3M | -10.5% | +31.8% | -42.3% | -13.2% |
| 6M | -26.7% | +5.4% | -32.1% | -28.1% |
| YTD | -24.5% | +7.7% | -32.2% | -25.9% |
| 1Y | -18.6% | +46.7% | -65.2% | -19.3% |
| All | -18.6% | +46.5% | -65.0% | -19.3% |
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