+193.5%
NRG vs REGN
+21.2%
+172.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -4.7% | -5.6% | +0.9% | -3.5% |
| 30D | -6.0% | -2.0% | -4.0% | -5.6% |
| 3M | -8.0% | +28.0% | -35.9% | -12.9% |
| 6M | -23.2% | +1.2% | -24.3% | -23.7% |
| YTD | -28.1% | +1.6% | -29.7% | -28.8% |
| 1Y | -27.3% | +38.2% | -65.5% | -33.1% |
| 3Y | +208.7% | -5.4% | +214.0% | +198.5% |
| All | +193.5% | +21.2% | +172.3% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling