-27.3%
NRG vs REGN
+41.3%
-68.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -4.7% | -5.6% | +0.9% | -4.0% |
| 30D | -6.0% | -2.0% | -4.0% | -5.8% |
| 3M | -8.0% | +28.0% | -35.9% | -10.8% |
| 6M | -23.2% | +1.2% | -24.3% | -24.2% |
| YTD | -28.1% | +1.6% | -29.7% | -28.9% |
| 1Y | -27.3% | +38.2% | -65.5% | -28.2% |
| All | -27.3% | +41.3% | -68.6% | -28.2% |
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