-52.8%
NRG vs REGN
+43.8%
-96.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.3% | -2.8% |
| 7D | -17.0% | +10.3% | -27.3% | -17.4% |
| 30D | -21.9% | +22.2% | -44.1% | -23.3% |
| 3M | -32.9% | +17.6% | -50.6% | -33.9% |
| 6M | -48.4% | +28.9% | -77.3% | -49.9% |
| YTD | -48.7% | +17.4% | -66.1% | -50.0% |
| 1Y | -52.8% | +40.9% | -93.7% | -52.1% |
| All | -52.8% | +43.8% | -96.6% | -52.1% |
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